+5,387.7%
O vs BAX
+615.6%
+4,772.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | -1.9% | -5.5% | +3.6% | -0.8% |
| 3M | +3.8% | +33.5% | -29.7% | -2.7% |
| 6M | -4.7% | +35.9% | -40.6% | -11.4% |
| YTD | +12.5% | +35.4% | -22.9% | +3.9% |
| 1Y | +10.8% | +9.8% | +1.1% | +6.6% |
| 3Y | +28.8% | -32.7% | +61.5% | +34.6% |
| 5Y | +13.2% | -65.6% | +78.7% | +35.2% |
| 10Y | +53.5% | -34.9% | +88.4% | +58.7% |
| All | +5,387.7% | +615.6% | +4,772.1% | +4,108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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