+2,014.2%
LOW vs BB
+258.8%
+1,755.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | -5.6% | +3.9% | -1.1% |
| 30D | -7.0% | -11.8% | +4.8% | -5.9% |
| 3M | -0.9% | -25.5% | +24.7% | +1.3% |
| 6M | -20.1% | +121.3% | -141.3% | -28.2% |
| YTD | -13.9% | +103.2% | -117.1% | -22.0% |
| 1Y | -21.1% | +102.6% | -123.8% | -28.8% |
| 3Y | -6.6% | +37.5% | -44.1% | -15.1% |
| 5Y | +9.4% | -30.4% | +39.8% | +4.5% |
| 10Y | +220.5% | 0.0% | +220.5% | +163.7% |
| All | +2,014.2% | +258.8% | +1,755.4% | +1,210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling