-3.5%
IR vs BR
-29.1%
+25.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +1.4% |
| 7D | -2.8% | -5.3% | +2.5% | -2.6% |
| 30D | -15.1% | +6.4% | -21.6% | -15.4% |
| 3M | +6.1% | +13.6% | -7.6% | +5.4% |
| 6M | -16.8% | -6.7% | -10.1% | -17.6% |
| YTD | -3.5% | -21.1% | +17.6% | -0.2% |
| 1Y | -3.5% | -29.6% | +26.1% | +3.7% |
| All | -3.5% | -29.1% | +25.6% | +3.7% |
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