+1,588.2%
O vs BG
+1,131.5%
+456.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.7% | +2.8% | -3.5% | -1.4% |
| 30D | -1.9% | +12.0% | -13.9% | -4.6% |
| 3M | +3.8% | -7.7% | +11.5% | +5.4% |
| 6M | -4.7% | +4.5% | -9.2% | -6.4% |
| YTD | +12.5% | +35.7% | -23.2% | +3.5% |
| 1Y | +10.8% | +50.1% | -39.2% | -0.8% |
| 3Y | +28.8% | +12.6% | +16.2% | +21.6% |
| 5Y | +13.2% | +75.4% | -62.2% | -6.8% |
| 10Y | +53.5% | +150.5% | -97.0% | +9.5% |
| All | +1,588.2% | +1,131.5% | +456.8% | +976.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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