+234.0%
D vs BR
+1,321.0%
-1,087.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.6% |
| 7D | +1.5% | -5.3% | +6.7% | +3.1% |
| 30D | -2.6% | +6.4% | -9.0% | -4.6% |
| 3M | 0.0% | +13.6% | -13.6% | -4.3% |
| 6M | +7.4% | -6.7% | +14.1% | +8.6% |
| YTD | +15.9% | -21.1% | +37.0% | +23.1% |
| 1Y | +18.1% | -29.6% | +47.7% | +30.1% |
| 3Y | +58.4% | -2.4% | +60.8% | +55.9% |
| 5Y | +5.2% | +11.2% | -6.0% | -2.2% |
| 10Y | +35.9% | +191.8% | -155.9% | -8.4% |
| All | +234.0% | +1,321.0% | -1,087.0% | +31.6% |
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