+414.9%
COMP vs BR
+14.4%
+400.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +8.9% | -1.3% | +10.2% | +9.5% |
| 30D | +14.0% | +13.7% | +0.3% | +6.2% |
| 3M | -21.1% | +13.8% | -34.9% | -26.7% |
| 6M | +20.1% | +29.7% | -9.6% | +2.8% |
| YTD | -5.0% | -12.6% | +7.6% | +4.6% |
| 1Y | +5.7% | -12.4% | +18.1% | +15.8% |
| All | +414.9% | +14.4% | +400.5% | +332.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling