-69.4%
U vs PL
+82.7%
-152.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -3.8% | -9.3% | +5.5% | -1.0% |
| 30D | +17.5% | -18.9% | +36.4% | +25.1% |
| 3M | +38.7% | -58.4% | +97.1% | +76.9% |
| 6M | +104.4% | -30.3% | +134.7% | +105.5% |
| YTD | -5.7% | -8.1% | +2.4% | -14.7% |
| 1Y | +3.7% | +180.5% | -176.8% | -42.7% |
| 3Y | +12.3% | +444.1% | -431.8% | -63.1% |
| All | -69.4% | +82.7% | -152.1% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling