+10.1%
IR vs BB
+103.9%
-93.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.8% | -1.1% |
| 7D | +1.1% | +7.3% | -6.2% | +0.7% |
| 30D | +7.6% | +11.2% | -3.7% | +7.0% |
| 3M | +0.1% | +4.7% | -4.6% | -0.3% |
| 6M | +14.0% | +51.1% | -37.2% | +8.0% |
| YTD | +7.5% | +148.0% | -140.5% | -5.1% |
| 1Y | +10.1% | +106.1% | -96.0% | -1.5% |
| All | +10.1% | +103.9% | -93.8% | -1.5% |
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