-63.1%
W vs COMP
-31.2%
-31.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -4.2% | +1.4% | -5.5% | -4.8% |
| 30D | -7.6% | -13.3% | +5.8% | -1.3% |
| 3M | +37.2% | +41.1% | -4.0% | +16.1% |
| 6M | +26.3% | +17.2% | +9.1% | +13.4% |
| YTD | -1.0% | +5.2% | -6.2% | -7.4% |
| 1Y | +20.1% | +18.9% | +1.2% | +3.9% |
| 3Y | +37.8% | +215.9% | -178.1% | -36.4% |
| All | -63.1% | -31.2% | -31.9% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling