-66.9%
W vs COMP
-52.0%
-15.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.2% | -6.5% |
| 7D | -3.6% | +13.4% | -17.0% | -9.5% |
| 30D | +7.0% | +11.1% | -4.1% | +1.0% |
| 3M | +7.4% | -18.8% | +26.2% | +17.0% |
| 6M | +69.3% | +10.5% | +58.8% | +58.7% |
| YTD | +11.3% | -3.4% | +14.7% | +7.4% |
| 1Y | +13.2% | +19.7% | -6.5% | -1.9% |
| 3Y | +142.0% | +381.6% | -239.6% | -8.1% |
| 5Y | -54.6% | -17.6% | -37.0% | -70.4% |
| All | -66.9% | -52.0% | -15.0% | -74.8% |
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