+51.9%
DOW vs BB
+88.0%
-36.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.0% | -10.2% | -2.8% |
| 7D | -4.2% | -6.8% | +2.6% | -4.5% |
| 30D | +14.7% | -3.5% | +18.2% | +14.6% |
| 3M | +9.1% | -1.2% | +10.3% | +9.4% |
| 6M | -17.7% | +57.0% | -74.6% | -15.6% |
| YTD | +44.6% | +131.1% | -86.5% | +51.1% |
| 1Y | +51.9% | +87.6% | -35.7% | +62.4% |
| All | +51.9% | +88.0% | -36.1% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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