+12.6%
COMP vs BR
-30.9%
+43.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.9% | -2.7% |
| 7D | +4.1% | -5.9% | +10.0% | +5.6% |
| 30D | -14.5% | +1.9% | -16.4% | -15.0% |
| 3M | +41.8% | +14.7% | +27.2% | +35.9% |
| 6M | +23.6% | -12.8% | +36.3% | +25.1% |
| YTD | +1.7% | -23.0% | +24.7% | +6.1% |
| 1Y | +12.6% | -31.7% | +44.2% | +25.9% |
| All | +12.6% | -30.9% | +43.5% | +25.9% |
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 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