+921.0%
D vs BB
+307.3%
+613.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.6% |
| 7D | +3.0% | +3.8% | -0.8% | +2.9% |
| 30D | +11.5% | -0.3% | +11.8% | +11.4% |
| 3M | +3.7% | -0.5% | +4.2% | +3.6% |
| 6M | +13.5% | +45.9% | -32.4% | +11.7% |
| YTD | +20.7% | +130.6% | -109.9% | +17.0% |
| 1Y | +18.2% | +89.2% | -70.9% | +15.2% |
| 3Y | +73.3% | +137.5% | -64.2% | +66.0% |
| 5Y | +12.3% | -20.9% | +33.2% | +10.1% |
| 10Y | +43.4% | +25.4% | +18.0% | +34.3% |
| All | +921.0% | +307.3% | +613.7% | +926.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling