+20.1%
W vs ALL
+28.3%
-8.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +2.1% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -7.6% | -1.5% | -6.1% | -8.0% |
| 3M | +37.2% | +23.6% | +13.5% | +47.7% |
| 6M | +26.3% | +22.3% | +4.0% | +35.7% |
| YTD | -1.0% | +26.5% | -27.5% | +7.5% |
| 1Y | +20.1% | +27.0% | -6.9% | +34.0% |
| All | +20.1% | +28.3% | -8.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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