-8.8%
IR vs BR
-31.2%
+22.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -3.1% | -6.0% | +2.9% | -2.8% |
| 30D | -14.0% | -0.9% | -13.2% | -14.0% |
| 3M | +3.7% | +16.4% | -12.6% | +3.3% |
| 6M | -15.4% | -8.2% | -7.2% | -16.0% |
| YTD | -7.7% | -23.2% | +15.5% | -4.0% |
| 1Y | -8.8% | -30.9% | +22.1% | -2.2% |
| All | -8.8% | -31.2% | +22.4% | -2.2% |
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