-63.9%
W vs PL
+41.8%
-105.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.7% |
| 7D | -1.7% | +22.3% | -23.9% | -7.8% |
| 30D | +3.2% | -8.3% | +11.5% | +5.1% |
| 3M | +8.3% | -43.3% | +51.6% | +26.0% |
| 6M | +84.3% | -65.8% | +150.1% | +143.0% |
| YTD | +11.0% | -29.5% | +40.5% | +7.1% |
| 1Y | -0.2% | +11.7% | -12.0% | -20.3% |
| 3Y | +157.9% | +540.6% | -382.6% | -25.7% |
| 5Y | -56.8% | +32.9% | -89.7% | -79.4% |
| All | -63.9% | +41.8% | -105.7% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling