-54.2%
W vs PL
+20.8%
-75.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -4.5% |
| 7D | -3.6% | -6.8% | +3.2% | -2.0% |
| 30D | +7.0% | -29.3% | +36.3% | +17.7% |
| 3M | +7.4% | -44.8% | +52.1% | +26.0% |
| 6M | +69.3% | -68.4% | +137.7% | +127.1% |
| YTD | +11.3% | -36.4% | +47.6% | +10.9% |
| 1Y | +13.2% | +0.7% | +12.5% | -6.6% |
| 3Y | +142.0% | +455.3% | -313.3% | -26.7% |
| All | -54.2% | +20.8% | -75.0% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling