+169.9%
W vs ALL
+117.0%
+53.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.5% |
| 7D | -1.7% | 0.0% | -1.7% | -1.6% |
| 30D | +3.2% | +12.8% | -9.6% | +4.2% |
| 3M | +8.3% | +4.7% | +3.6% | +8.7% |
| 6M | +84.3% | +24.9% | +59.4% | +86.9% |
| YTD | +11.0% | +30.0% | -19.0% | +12.6% |
| 1Y | -0.2% | +29.9% | -30.2% | +1.2% |
| All | +169.9% | +117.0% | +53.0% | +315.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling