+584.4%
ALL vs BR
+1,321.0%
-736.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.0% | +0.4% |
| 7D | 0.0% | -5.3% | +5.3% | +2.8% |
| 30D | -1.5% | +6.4% | -7.9% | -4.7% |
| 3M | +23.6% | +13.6% | +10.0% | +15.0% |
| 6M | +22.3% | -6.7% | +29.0% | +25.0% |
| YTD | +26.5% | -21.1% | +47.6% | +40.4% |
| 1Y | +27.0% | -29.6% | +56.6% | +49.4% |
| 3Y | +149.6% | -2.4% | +152.0% | +144.3% |
| 5Y | +118.1% | +11.2% | +106.8% | +92.8% |
| 10Y | +369.0% | +191.8% | +177.2% | +128.3% |
| All | +584.4% | +1,321.0% | -736.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling