-63.6%
W vs PL
+45.6%
-109.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | +1.1% | +5.6% | -4.5% | -1.2% |
| 30D | +6.4% | -16.9% | +23.4% | +11.4% |
| 3M | +9.0% | -38.2% | +47.2% | +23.5% |
| 6M | +69.8% | -63.4% | +133.3% | +118.8% |
| YTD | +12.1% | -27.6% | +39.7% | +7.3% |
| 1Y | 0.0% | +6.6% | -6.6% | -18.7% |
| 3Y | +160.3% | +557.6% | -397.3% | -25.6% |
| 5Y | -53.3% | +39.5% | -92.8% | -78.0% |
| All | -63.6% | +45.6% | -109.2% | -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