+32.9%
W vs PL
+454.1%
-421.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | -4.2% | -9.3% | +5.1% | -2.2% |
| 30D | -7.6% | -18.9% | +11.4% | -3.5% |
| 3M | +37.2% | -58.4% | +95.5% | +62.4% |
| 6M | +26.3% | -30.3% | +56.6% | +28.4% |
| YTD | -1.0% | -8.1% | +7.1% | -7.3% |
| 1Y | +20.1% | +180.5% | -160.4% | -22.1% |
| All | +32.9% | +454.1% | -421.2% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling