+572.0%
DD vs BB
+325.0%
+247.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | +6.7% | +9.0% | -2.2% | +5.6% |
| 30D | +19.4% | +7.7% | +11.7% | +18.0% |
| 3M | +7.6% | +4.0% | +3.6% | +6.5% |
| 6M | +2.9% | +46.6% | -43.7% | -3.6% |
| YTD | +29.9% | +140.6% | -110.8% | +14.0% |
| 1Y | +28.6% | +103.1% | -74.5% | +15.1% |
| 3Y | +90.0% | +150.5% | -60.5% | +60.9% |
| 5Y | +68.1% | -15.4% | +83.5% | +57.2% |
| 10Y | +98.7% | +25.4% | +73.3% | +57.6% |
| All | +572.0% | +325.0% | +247.0% | +389.2% |
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