+526.5%
P vs BR
+309.6%
+216.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | -4.7% | +1.9% | -6.6% | -5.8% |
| 30D | -31.4% | +15.9% | -47.3% | -36.9% |
| 3M | -2.6% | +13.7% | -16.3% | -10.4% |
| 6M | +21.9% | +31.0% | -9.1% | +2.6% |
| YTD | +58.9% | -12.0% | +70.9% | +65.1% |
| 1Y | +21.7% | -11.5% | +33.2% | +25.5% |
| 3Y | +193.3% | +14.9% | +178.4% | +149.6% |
| 5Y | +275.1% | +20.1% | +255.0% | +203.1% |
| 10Y | +655.3% | +278.9% | +376.4% | +187.1% |
| All | +526.5% | +309.6% | +216.9% | +103.9% |
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