+152.7%
W vs P
+485.4%
-332.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.9% |
| 7D | -4.2% | +6.5% | -10.7% | -7.0% |
| 30D | -7.6% | +18.8% | -26.4% | -16.6% |
| 3M | +37.2% | +26.7% | +10.4% | +18.3% |
| 6M | +26.3% | +62.2% | -35.8% | -6.2% |
| YTD | -1.0% | +48.5% | -49.5% | -24.5% |
| 1Y | +20.1% | +26.4% | -6.3% | -5.4% |
| 3Y | +37.8% | +159.4% | -121.6% | -32.2% |
| 5Y | -63.7% | +275.8% | -339.4% | -84.6% |
| 10Y | +156.3% | +732.0% | -575.7% | -20.9% |
| All | +152.7% | +485.4% | -332.7% | -23.3% |
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