+497.9%
D vs BG
+1,131.5%
-633.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +0.4% | +2.8% | -2.4% | 0.0% |
| 30D | -3.6% | +12.0% | -15.6% | -5.5% |
| 3M | -1.0% | -7.7% | +6.7% | +0.1% |
| 6M | +6.3% | +4.5% | +1.8% | +5.0% |
| YTD | +14.7% | +35.7% | -21.0% | +8.4% |
| 1Y | +16.9% | +50.1% | -33.1% | +8.3% |
| 3Y | +56.8% | +12.6% | +44.2% | +50.9% |
| 5Y | +5.2% | +75.4% | -70.2% | -7.5% |
| 10Y | +35.9% | +150.5% | -114.6% | +7.4% |
| All | +497.9% | +1,131.5% | -633.6% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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