-27.5%
DOW vs BB
-17.6%
-9.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | +5.2% | +1.8% | +3.4% | +5.0% |
| 30D | +13.2% | +8.1% | +5.0% | +11.7% |
| 3M | +10.1% | -1.0% | +11.1% | +9.3% |
| 6M | -13.1% | +45.9% | -59.0% | -19.7% |
| YTD | +46.1% | +134.8% | -88.7% | +24.6% |
| 1Y | +50.0% | +104.6% | -54.6% | +30.3% |
| 3Y | -20.2% | +152.8% | -173.1% | -36.0% |
| All | -27.5% | -17.6% | -9.9% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling