-50.4%
COMP vs BR
+38.5%
-89.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.3% | -7.7% | -7.7% |
| 7D | +7.2% | +5.0% | +2.2% | +2.7% |
| 30D | +6.4% | +16.6% | -10.2% | -6.3% |
| 3M | -19.4% | +12.0% | -31.4% | -27.0% |
| 6M | +14.6% | +30.7% | -16.2% | -10.5% |
| YTD | -5.5% | -11.9% | +6.4% | +4.3% |
| 1Y | +13.7% | -11.6% | +25.2% | +24.4% |
| 3Y | +409.7% | +15.0% | +394.7% | +301.3% |
| 5Y | -17.0% | +18.1% | -35.1% | -45.7% |
| All | -50.4% | +38.5% | -89.0% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling