+188.1%
W vs P
+449.6%
-261.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -16.4% | +8.2% | -0.9% |
| 7D | -5.6% | -31.9% | +26.3% | +10.9% |
| 30D | +7.5% | -36.5% | +44.0% | +29.0% |
| 3M | +5.4% | +11.6% | -6.2% | -5.6% |
| 6M | +79.4% | +25.2% | +54.2% | +45.9% |
| YTD | +12.9% | +39.4% | -26.5% | -14.6% |
| 1Y | +12.4% | -3.7% | +16.1% | -1.6% |
| 3Y | +128.5% | +167.3% | -38.8% | +5.6% |
| 5Y | -54.0% | +237.3% | -291.3% | -80.3% |
| 10Y | +248.8% | +698.6% | -449.9% | +6.3% |
| All | +188.1% | +449.6% | -261.5% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling