+2,513.3%
O vs BB
+258.8%
+2,254.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | -5.6% | +4.9% | -0.3% |
| 30D | -1.9% | -11.8% | +9.9% | -1.1% |
| 3M | +3.8% | -25.5% | +29.4% | +5.3% |
| 6M | -4.7% | +121.3% | -126.0% | -11.3% |
| YTD | +12.5% | +103.2% | -90.7% | +5.4% |
| 1Y | +10.8% | +102.6% | -91.8% | +3.5% |
| 3Y | +28.8% | +37.5% | -8.7% | +20.6% |
| 5Y | +13.2% | -30.4% | +43.6% | +9.4% |
| 10Y | +53.5% | 0.0% | +53.5% | +33.5% |
| All | +2,513.3% | +258.8% | +2,254.5% | +2,269.2% |
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