-63.4%
W vs COMP
-52.8%
-10.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.7% | +3.3% | +7.3% |
| 7D | +8.4% | +9.5% | -1.1% | +3.9% |
| 30D | +16.5% | +8.1% | +8.4% | +11.9% |
| 3M | +6.4% | -16.3% | +22.8% | +14.2% |
| 6M | +90.5% | +42.2% | +48.3% | +56.5% |
| YTD | +23.1% | -5.0% | +28.1% | +20.1% |
| 1Y | +24.3% | +20.1% | +4.2% | +7.8% |
| 3Y | +149.0% | +358.4% | -209.4% | -2.7% |
| 5Y | -51.7% | -21.9% | -29.7% | -67.8% |
| All | -63.4% | -52.8% | -10.7% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling