+2,443.6%
O vs BB
+307.3%
+2,136.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.1% |
| 7D | +3.7% | +3.8% | -0.1% | +3.4% |
| 30D | +11.2% | -0.3% | +11.5% | +11.0% |
| 3M | -4.0% | -0.5% | -3.5% | -4.4% |
| 6M | -5.2% | +45.9% | -51.1% | -9.0% |
| YTD | +9.5% | +130.6% | -121.1% | +1.3% |
| 1Y | +10.6% | +89.2% | -78.6% | +3.7% |
| 3Y | +38.1% | +137.5% | -99.4% | +24.2% |
| 5Y | +10.2% | -20.9% | +31.1% | +5.5% |
| 10Y | +71.4% | +25.4% | +46.0% | +46.2% |
| All | +2,443.6% | +307.3% | +2,136.3% | +2,177.5% |
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