+485.4%
P vs BR
+267.2%
+218.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +3.1% |
| 7D | +6.5% | -5.3% | +11.8% | +9.5% |
| 30D | +18.8% | +6.4% | +12.4% | +14.5% |
| 3M | +26.7% | +13.6% | +13.1% | +16.7% |
| 6M | +62.2% | -6.7% | +68.9% | +65.1% |
| YTD | +48.5% | -21.1% | +69.6% | +65.2% |
| 1Y | +26.4% | -29.6% | +56.0% | +49.8% |
| 3Y | +159.4% | -2.4% | +161.8% | +144.7% |
| 5Y | +275.8% | +11.2% | +264.5% | +216.7% |
| 10Y | +732.0% | +191.8% | +540.2% | +274.2% |
| All | +485.4% | +267.2% | +218.2% | +104.1% |
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