+20.1%
W vs PL
+176.6%
-156.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.6% |
| 7D | -4.2% | -9.3% | +5.1% | -3.4% |
| 30D | -7.6% | -18.9% | +11.4% | -6.1% |
| 3M | +37.2% | -58.4% | +95.5% | +44.9% |
| 6M | +26.3% | -30.3% | +56.6% | +29.7% |
| YTD | -1.0% | -8.1% | +7.1% | +0.4% |
| 1Y | +20.1% | +180.5% | -160.4% | +26.9% |
| All | +20.1% | +176.6% | -156.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling