+605.7%
ALL vs BR
+1,481.8%
-876.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | +5.0% | +1.1% | +4.0% | +4.5% |
| 30D | +13.3% | +14.4% | -1.1% | +5.8% |
| 3M | +3.2% | +12.4% | -9.2% | -3.0% |
| 6M | +25.3% | +35.4% | -10.1% | +6.3% |
| YTD | +30.5% | -12.2% | +42.6% | +36.9% |
| 1Y | +29.2% | -12.7% | +41.9% | +36.1% |
| 3Y | +119.1% | +14.3% | +104.8% | +97.9% |
| 5Y | +162.6% | +19.3% | +143.3% | +125.1% |
| 10Y | +378.8% | +278.1% | +100.6% | +102.5% |
| All | +605.7% | +1,481.8% | -876.2% | +4.9% |
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