-49.3%
COMP vs BR
+36.7%
-86.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.6% | +12.2% |
| 7D | +13.4% | +6.5% | +7.0% | +7.5% |
| 30D | +11.1% | +18.9% | -7.8% | -3.7% |
| 3M | -18.8% | +16.3% | -35.1% | -28.8% |
| 6M | +10.5% | +26.2% | -15.7% | -11.1% |
| YTD | -3.4% | -13.1% | +9.7% | +7.7% |
| 1Y | +19.7% | -10.5% | +30.2% | +29.0% |
| 3Y | +381.6% | +13.3% | +368.3% | +284.1% |
| 5Y | -17.6% | +19.9% | -37.5% | -45.7% |
| All | -49.3% | +36.7% | -86.0% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling