Total cost basis
β
Market value
β
Total $ upside
β
Total % return
β
IRR (annualized)
β
XIRR on each lot's purchase + today's market value
Sharpe (1y, daily)
β
Cost-weighted portfolio vs 4.5% RF, ann.
Portfolio Ξ² vs SP500
β
Cov / var, 1y daily returns
Ξ± vs SP500 (annualized)
β
Jensen's Ξ±, 1y daily, 4.5% RF
SP500 1y return
β
For context, period-matched
Holdings
| Symbol / Lot | Shares | Avg / Buy price | Live price | Cost basis | Market value | $ upside | % upside | Ξ² (1y) |
|---|---|---|---|---|---|---|---|---|
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