+329.1%
DD vs BG
+1,185.2%
-856.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.8% |
| 7D | -0.6% | +2.4% | -3.0% | -1.5% |
| 30D | -7.4% | +15.0% | -22.5% | -12.2% |
| 3M | -6.4% | -0.7% | -5.8% | -7.0% |
| 6M | -2.5% | +7.5% | -10.0% | -6.1% |
| YTD | +10.2% | +41.6% | -31.4% | -4.1% |
| 1Y | +36.9% | +50.7% | -13.7% | +15.8% |
| 3Y | +47.0% | +20.3% | +26.7% | +32.4% |
| 5Y | +63.1% | +85.2% | -22.1% | +22.1% |
| 10Y | +68.2% | +160.6% | -92.5% | +4.7% |
| All | +329.1% | +1,185.2% | -856.1% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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