-66.5%
W vs COMP
-56.6%
-9.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.2% | -0.1% | -4.4% |
| 7D | -5.6% | -1.8% | -3.8% | -4.6% |
| 30D | +7.5% | -0.8% | +8.3% | +7.6% |
| 3M | +5.4% | -28.1% | +33.5% | +22.2% |
| 6M | +79.4% | +27.0% | +52.4% | +55.7% |
| YTD | +12.9% | -12.8% | +25.7% | +14.8% |
| 1Y | +12.4% | +4.9% | +7.5% | +4.1% |
| 3Y | +128.5% | +321.0% | -192.5% | -7.0% |
| 5Y | -54.0% | -25.6% | -28.4% | -68.3% |
| All | -66.5% | -56.6% | -9.8% | -73.1% |
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