-66.7%
W vs COMP
-53.0%
-13.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.4% | +3.7% | -0.2% |
| 7D | +1.1% | +7.2% | -6.1% | -2.4% |
| 30D | +6.4% | +6.4% | 0.0% | +2.6% |
| 3M | +9.0% | -19.4% | +28.4% | +19.0% |
| 6M | +69.8% | +14.6% | +55.3% | +56.6% |
| YTD | +12.1% | -5.5% | +17.5% | +9.2% |
| 1Y | 0.0% | +13.7% | -13.6% | -11.3% |
| 3Y | +160.3% | +409.7% | -249.4% | -4.0% |
| 5Y | -53.3% | -17.0% | -36.3% | -69.4% |
| All | -66.7% | -53.0% | -13.7% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling