+242.5%
D vs BR
+1,473.8%
-1,231.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | +8.4% | +13.7% | -5.3% | +4.2% |
| 3M | +0.2% | +13.8% | -13.6% | -3.9% |
| 6M | +9.5% | +29.7% | -20.2% | +0.3% |
| YTD | +18.8% | -12.6% | +31.4% | +22.3% |
| 1Y | +14.7% | -12.4% | +27.1% | +17.9% |
| 3Y | +72.9% | +14.1% | +58.8% | +62.0% |
| 5Y | +13.1% | +18.7% | -5.6% | +3.1% |
| 10Y | +47.2% | +276.2% | -229.1% | -8.0% |
| All | +242.5% | +1,473.8% | -1,231.3% | +30.6% |
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