+575.9%
DD vs BB
+338.1%
+237.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.2% |
| 7D | +3.2% | +7.3% | -4.1% | +2.4% |
| 30D | +20.3% | +11.2% | +9.0% | +18.4% |
| 3M | +8.2% | +4.7% | +3.5% | +6.9% |
| 6M | +3.4% | +51.1% | -47.7% | -3.4% |
| YTD | +30.6% | +148.0% | -117.4% | +14.3% |
| 1Y | +30.6% | +106.1% | -75.5% | +16.7% |
| 3Y | +91.1% | +158.2% | -67.1% | +61.2% |
| 5Y | +68.6% | -10.8% | +79.4% | +56.7% |
| 10Y | +99.9% | +29.3% | +70.6% | +57.9% |
| All | +575.9% | +338.1% | +237.9% | +390.3% |
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