-10.2%
DOW vs BB
-19.2%
+9.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.2% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | -4.1% | -16.0% | +12.0% | -2.1% |
| 3M | -12.4% | -14.5% | +2.1% | -11.8% |
| 6M | -10.6% | +118.6% | -129.2% | -22.3% |
| YTD | +31.1% | +98.9% | -67.9% | +15.5% |
| 1Y | +30.5% | +99.5% | -69.0% | +14.3% |
| 3Y | -34.4% | +65.4% | -99.8% | -43.4% |
| 5Y | -35.5% | -27.6% | -7.9% | -39.7% |
| All | -10.2% | -19.2% | +9.0% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling