+38.3%
DD vs BR
-29.1%
+67.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.7% | -0.1% |
| 7D | -3.5% | -5.3% | +1.8% | -4.2% |
| 30D | -10.3% | +6.4% | -16.8% | -9.5% |
| 3M | -7.5% | +13.6% | -21.2% | -6.0% |
| 6M | -8.0% | -6.7% | -1.3% | -8.3% |
| YTD | +10.5% | -21.1% | +31.6% | +15.5% |
| 1Y | +38.3% | -29.6% | +67.8% | +54.0% |
| All | +38.3% | -29.1% | +67.4% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling