+172.8%
W vs P
+190.3%
-17.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +2.7% |
| 7D | +3.3% | -9.6% | +12.9% | +6.1% |
| 30D | +10.5% | -33.4% | +44.0% | +23.9% |
| 3M | +9.6% | +14.2% | -4.6% | +0.8% |
| 6M | +76.4% | +31.6% | +44.8% | +49.9% |
| YTD | +16.4% | +53.5% | -37.1% | -8.2% |
| 1Y | +9.3% | +14.2% | -4.8% | -5.6% |
| 3Y | +172.8% | +190.5% | -17.7% | +37.1% |
| All | +172.8% | +190.3% | -17.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling