+291.3%
IR vs BR
+188.2%
+103.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.6% | +3.1% |
| 7D | -2.8% | -5.3% | +2.5% | 0.0% |
| 30D | -15.1% | +6.4% | -21.6% | -18.3% |
| 3M | +6.1% | +13.6% | -7.6% | -2.0% |
| 6M | -16.8% | -6.7% | -10.1% | -14.9% |
| YTD | -3.5% | -21.1% | +17.6% | +8.2% |
| 1Y | -3.5% | -29.6% | +26.1% | +15.9% |
| 3Y | +9.5% | -2.4% | +11.9% | +6.0% |
| 5Y | +45.1% | +11.2% | +33.8% | +27.1% |
| All | +291.3% | +188.2% | +103.0% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling