+58.5%
DD vs BR
+7.7%
+50.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.9% | -6.0% | +3.1% | -1.0% |
| 30D | -11.5% | -0.9% | -10.6% | -11.4% |
| 3M | -5.4% | +16.4% | -21.8% | -10.9% |
| 6M | -6.9% | -8.2% | +1.3% | -4.3% |
| YTD | +6.9% | -23.2% | +30.1% | +18.6% |
| 1Y | +35.6% | -30.9% | +66.6% | +58.4% |
| 3Y | +42.5% | -5.0% | +47.5% | +42.7% |
| 5Y | +58.5% | +8.8% | +49.7% | +41.7% |
| All | +58.5% | +7.7% | +50.8% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling