+9.1%
IR vs BR
-14.2%
+23.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.5% | -0.5% |
| 7D | +11.6% | +7.0% | +4.6% | +11.5% |
| 30D | +7.2% | +19.0% | -11.8% | +6.8% |
| 3M | -5.9% | +13.1% | -19.0% | -6.1% |
| 6M | +11.5% | +24.6% | -13.2% | +10.8% |
| YTD | +6.3% | -13.6% | +19.9% | +11.0% |
| 1Y | +9.1% | -13.1% | +22.2% | +14.2% |
| All | +9.1% | -14.2% | +23.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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