+403.1%
PL vs BB
+122.6%
+280.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.5% | -5.7% | -8.0% |
| 7D | -20.5% | -8.9% | -11.6% | -17.1% |
| 30D | -38.8% | -12.6% | -26.1% | -35.1% |
| 3M | -49.1% | -4.1% | -45.0% | -48.7% |
| 6M | -69.4% | +49.5% | -118.8% | -74.9% |
| YTD | -42.3% | +120.8% | -163.2% | -61.0% |
| 1Y | -14.2% | +76.2% | -90.4% | -36.1% |
| All | +403.1% | +122.6% | +280.5% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling