+5.7%
COMP vs BR
-12.6%
+18.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +8.9% | -1.3% | +10.2% | +9.2% |
| 30D | +14.0% | +13.7% | +0.3% | +9.8% |
| 3M | -21.1% | +13.8% | -34.9% | -24.1% |
| 6M | +20.1% | +29.7% | -9.6% | +11.7% |
| YTD | -5.0% | -12.6% | +7.6% | -12.6% |
| 1Y | +5.7% | -12.4% | +18.1% | -2.2% |
| All | +5.7% | -12.6% | +18.3% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling