+880.0%
D vs BB
+258.8%
+621.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | -5.6% | +7.1% | +1.6% |
| 30D | -2.6% | -11.8% | +9.2% | -2.3% |
| 3M | 0.0% | -25.5% | +25.5% | +0.6% |
| 6M | +7.4% | +121.3% | -113.9% | +4.3% |
| YTD | +15.9% | +103.2% | -87.3% | +12.9% |
| 1Y | +18.1% | +102.6% | -84.5% | +14.9% |
| 3Y | +58.4% | +37.5% | +20.9% | +54.2% |
| 5Y | +5.2% | -30.4% | +35.6% | +3.6% |
| 10Y | +35.9% | 0.0% | +35.9% | +28.2% |
| All | +880.0% | +258.8% | +621.1% | +890.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded BB 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling