-6.4%
M vs BR
+1,321.0%
-1,327.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.6% |
| 7D | +4.7% | -5.3% | +10.0% | +8.0% |
| 30D | -9.6% | +6.4% | -16.1% | -13.3% |
| 3M | +0.9% | +13.6% | -12.8% | -7.5% |
| 6M | +22.3% | -6.7% | +29.0% | +24.6% |
| YTD | +6.5% | -21.1% | +27.6% | +19.3% |
| 1Y | +38.8% | -29.6% | +68.3% | +66.2% |
| 3Y | +115.9% | -2.4% | +118.3% | +108.2% |
| 5Y | +28.6% | +11.2% | +17.4% | +12.7% |
| 10Y | -2.5% | +191.8% | -194.3% | -55.6% |
| All | -6.4% | +1,321.0% | -1,327.4% | -86.8% |
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