+29.0%
U vs PL
-3.5%
+32.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.4% | -4.9% | +4.2% |
| 7D | +36.6% | -6.8% | +43.4% | +37.4% |
| 30D | +13.3% | -29.3% | +42.6% | +18.1% |
| 3M | +26.2% | -44.8% | +70.9% | +35.6% |
| 6M | +88.7% | -68.4% | +157.1% | +114.5% |
| YTD | +16.6% | -36.4% | +52.9% | +13.0% |
| 1Y | +29.0% | +0.7% | +28.2% | +14.8% |
| All | +29.0% | -3.5% | +32.5% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling