Analytics

Know Your True Performance

Stop guessing. Get professional-grade analytics that reveal exactly how your investments are performing with risk-adjusted metrics and benchmark comparisons.

Performance Metrics

Professional Risk Metrics

The same metrics used by hedge funds and institutional investors, now available for your personal portfolio.

Risk-Adjusted Returns

Sharpe, Sortino, and Calmar ratios measure return per unit of risk

Maximum Drawdown

Know your worst peak-to-trough decline and volatility exposure

Win Rate Analysis

Track percentage of profitable positions across your portfolio

Sharpe Ratio
1.85
Risk-adjusted return
Sortino Ratio
2.34
Downside risk adjusted
Calmar Ratio
1.62
Return per drawdown
Volatility
18.2%
Annualized volatility
Max Drawdown
-12.4%
Maximum decline
Win Rate
68%
Profitable positions
Return Type
+32.4%
Total Return (YTD)
Return Calculations

Three Ways to Measure Returns

Different return calculations answer different questions. Choose the right one for your analysis.

Simple Total Return

Easy to understand, ignores timing of cash flows

Time-Weighted Return (TWR)

Industry standard for comparing against benchmarks

Money-Weighted Return (MWR)

Your true personal return accounting for DCA timing

Benchmark Comparison

Beat the Market?

Compare your performance against 7 major market benchmarks. See if your strategy is worth the effort.

SPY Active
S&P 500
+24.3%
QQQ
Nasdaq-100
+31.2%
DIA
Dow Jones
+18.7%
IWM
Russell 2000
+12.4%
VTI
Total Market
+23.8%
EFA
Int'l Developed
+9.2%
AGG
US Bonds
+4.1%

Select multiple benchmarks for side-by-side comparison

Allocation Analysis

See Your Complete Picture

Five different allocation views reveal concentration risks and diversification gaps.

Position
Asset Class
Sector
Geographic
Industry
Sector
$124.5K
Total Value
Technology 30%
Healthcare 20%
Finance 16%
Energy 10%
Other 24%
Options Greeks

Master Options Risk

Full Greeks analysis for options positions. Understand your portfolio's sensitivity to price, time, and volatility changes.

Delta (Δ)

Rate of change relative to underlying price

Gamma (Γ)

Rate of change in delta (acceleration)

Theta (Θ)

Time decay per day until expiration

Vega (ν)

Sensitivity to implied volatility changes

AAPL Jan 2025 $200 Call Last: $8.45
Delta
0.65
Gamma
0.012
Theta
-0.045
Vega
0.28
IV: 32.4% DTE: 45 days ITM
Portfolio Correlation Heatmap
AAPL
MSFT
GOOGL
AMZN
NVDA
AAPL
1.00
0.85
0.72
0.68
0.91
MSFT
0.85
1.00
0.82
0.65
0.78
GOOGL
0.72
0.82
1.00
0.79
0.67
AMZN
0.68
0.65
0.79
1.00
0.61
NVDA
0.91
0.78
0.67
0.61
1.00
-1.0
0.0
+1.0
Correlation Matrix

Diversification Insights

Visualize how your holdings move together. Identify hidden correlations and optimize your portfolio diversification.

Interactive Heatmap

Color-coded visualization of pairwise correlations across all positions

Diversification Score

Identify when holdings are too correlated, increasing portfolio risk

Rolling Correlations

See how correlations change over different time periods

Even More Analytics

Every tool you need to understand your portfolio's behavior.

Correlation Matrix

Visualize how your holdings move together with an interactive heatmap

Top/Bottom Performers

Rankings of your best and worst performing positions

Concentration Alerts

Automatic warnings when positions become overweight

Options Greeks

Delta, Gamma, Theta, Vega for options portfolios

Full-Screen Charts

Expand any chart for detailed analysis

Fast Performance

5-minute intelligent caching for instant response

Track Your True Performance

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