+402.5%
DD vs BG
+954.5%
-552.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | +5.0% | +2.6% | +2.4% | +4.0% |
| 30D | +19.7% | -6.7% | +26.4% | +22.5% |
| 3M | +7.2% | -9.3% | +16.4% | +10.3% |
| 6M | +1.0% | -18.3% | +19.4% | +7.2% |
| YTD | +29.1% | +16.2% | +12.9% | +20.0% |
| 1Y | +28.5% | +7.6% | +20.9% | +22.8% |
| 3Y | +89.4% | +6.6% | +82.9% | +77.7% |
| 5Y | +67.1% | +22.2% | +44.9% | +45.3% |
| 10Y | +97.5% | +112.0% | -14.5% | +32.4% |
| All | +402.5% | +954.5% | -552.0% | +168.0% |
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