+497.0%
O vs BR
+1,321.0%
-824.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.7% |
| 7D | -0.7% | -5.3% | +4.5% | +1.6% |
| 30D | -1.9% | +6.4% | -8.3% | -4.8% |
| 3M | +3.8% | +13.6% | -9.8% | -2.6% |
| 6M | -4.7% | -6.7% | +2.0% | -3.1% |
| YTD | +12.5% | -21.1% | +33.6% | +22.8% |
| 1Y | +10.8% | -29.6% | +40.4% | +27.4% |
| 3Y | +28.8% | -2.4% | +31.2% | +24.9% |
| 5Y | +13.2% | +11.2% | +1.9% | +0.7% |
| 10Y | +53.5% | +191.8% | -138.3% | -19.4% |
| All | +497.0% | +1,321.0% | -824.0% | +14.9% |
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