+16.0%
P vs BR
-31.2%
+47.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -4.1% | -6.0% | +1.8% | -5.9% |
| 30D | -14.0% | -0.9% | -13.1% | -14.2% |
| 3M | +41.4% | +16.4% | +25.1% | +49.1% |
| 6M | +54.2% | -8.2% | +62.3% | +45.9% |
| YTD | +40.4% | -23.2% | +63.6% | +23.7% |
| 1Y | +16.0% | -30.9% | +46.9% | +1.6% |
| All | +16.0% | -31.2% | +47.2% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling