+243.2%
D vs BR
+1,481.8%
-1,238.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.4% | +1.1% | -2.4% | -1.7% |
| 30D | +7.7% | +14.4% | -6.6% | +3.4% |
| 3M | -0.3% | +12.4% | -12.7% | -4.0% |
| 6M | +10.1% | +35.4% | -25.4% | -0.4% |
| YTD | +19.1% | -12.2% | +31.2% | +22.4% |
| 1Y | +15.9% | -12.7% | +28.7% | +19.3% |
| 3Y | +75.0% | +14.3% | +60.7% | +63.9% |
| 5Y | +13.4% | +19.3% | -5.9% | +3.2% |
| 10Y | +47.5% | +278.1% | -230.7% | -7.9% |
| All | +243.2% | +1,481.8% | -1,238.6% | +30.7% |
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