+83.0%
PL vs BR
+17.0%
+66.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +0.8% |
| 7D | -9.3% | -5.3% | -4.0% | -6.4% |
| 30D | -18.9% | +6.4% | -25.4% | -22.5% |
| 3M | -58.4% | +13.6% | -72.0% | -62.3% |
| 6M | -30.3% | -6.7% | -23.6% | -27.6% |
| YTD | -8.1% | -21.1% | +13.0% | +8.6% |
| 1Y | +180.5% | -29.6% | +210.1% | +268.1% |
| 3Y | +444.1% | -2.4% | +446.5% | +445.8% |
| 5Y | +83.0% | +11.2% | +71.8% | +59.0% |
| All | +83.0% | +17.0% | +66.0% | +57.7% |
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