+10.5%
COMP vs BR
+27.1%
-16.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.6% | +11.3% |
| 7D | +13.4% | +6.5% | +7.0% | +10.5% |
| 30D | +11.1% | +18.9% | -7.8% | +4.7% |
| 3M | -18.8% | +16.3% | -35.1% | -22.9% |
| 6M | +10.5% | +26.2% | -15.7% | +3.3% |
| All | +10.5% | +27.1% | -16.6% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling