+89.4%
DD vs BR
+14.9%
+74.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +5.0% | +1.1% | +3.9% | +4.8% |
| 30D | +19.7% | +14.4% | +5.3% | +16.6% |
| 3M | +7.2% | +12.4% | -5.2% | +4.6% |
| 6M | +1.0% | +35.4% | -34.4% | -6.2% |
| YTD | +29.1% | -12.2% | +41.3% | +41.4% |
| 1Y | +28.5% | -12.7% | +41.2% | +41.2% |
| 3Y | +89.4% | +14.3% | +75.2% | +86.0% |
| All | +89.4% | +14.9% | +74.5% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling