-10.8%
DOW vs BB
-17.5%
+6.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | -5.6% | +3.2% | -1.7% |
| 30D | +0.4% | -11.8% | +12.2% | +1.8% |
| 3M | -14.4% | -25.5% | +11.1% | -12.1% |
| 6M | -7.0% | +121.3% | -128.2% | -19.2% |
| YTD | +30.2% | +103.2% | -73.0% | +14.4% |
| 1Y | +29.2% | +102.6% | -73.4% | +12.9% |
| 3Y | -36.7% | +37.5% | -74.2% | -44.0% |
| 5Y | -37.7% | -30.4% | -7.3% | -41.4% |
| All | -10.8% | -17.5% | +6.7% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling