+182.3%
DD vs BR
+1,286.0%
-1,103.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.1% |
| 7D | -0.6% | -5.9% | +5.4% | +2.6% |
| 30D | -7.4% | +1.9% | -9.3% | -8.7% |
| 3M | -6.4% | +14.7% | -21.1% | -14.1% |
| 6M | -2.5% | -12.8% | +10.3% | +2.7% |
| YTD | +10.2% | -23.0% | +33.3% | +23.1% |
| 1Y | +36.9% | -31.7% | +68.6% | +63.3% |
| 3Y | +47.0% | -4.8% | +51.8% | +43.8% |
| 5Y | +63.1% | +7.8% | +55.3% | +44.8% |
| 10Y | +68.2% | +184.1% | -115.9% | -16.5% |
| All | +182.3% | +1,286.0% | -1,103.6% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling