-65.7%
PL vs BR
+31.4%
-97.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.0% | +13.5% | +15.2% |
| 7D | +10.9% | +4.4% | +6.5% | +14.2% |
| 30D | -16.4% | +16.3% | -32.6% | -8.5% |
| 3M | -39.9% | +16.2% | -56.2% | -33.7% |
| All | -65.7% | +31.4% | -97.1% | -56.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling