-34.6%
DOW vs BB
+68.2%
-102.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | -2.9% | +0.5% | -3.4% | -3.0% |
| 30D | +2.0% | -12.4% | +14.3% | +3.2% |
| 3M | -12.5% | -15.3% | +2.8% | -12.1% |
| 6M | -9.2% | +128.8% | -138.0% | -21.2% |
| YTD | +30.8% | +107.7% | -76.9% | +15.1% |
| 1Y | +29.4% | +103.9% | -74.5% | +13.6% |
| 3Y | -34.6% | +72.6% | -107.1% | -45.7% |
| All | -34.6% | +68.2% | -102.7% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling