+84.3%
W vs NI
-1.2%
+85.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.8% |
| 7D | -1.7% | +3.1% | -4.8% | -3.0% |
| 30D | +3.2% | +11.2% | -7.9% | +0.3% |
| 3M | +8.3% | +9.8% | -1.5% | +5.9% |
| 6M | +84.3% | -1.6% | +85.9% | +89.1% |
| All | +84.3% | -1.2% | +85.4% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 6mo: compounded portfolio wealth divided by compounded NI 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…
6mo analysis · Full analysis span regression · 6 months rolling