+70.1%
PR vs BR
-11.7%
+81.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.7% |
| 7D | -16.4% | +6.5% | -22.9% | -16.0% |
| 30D | -1.9% | +18.9% | -20.8% | -1.2% |
| 3M | +8.0% | +16.3% | -8.3% | +8.9% |
| 6M | +4.1% | +26.2% | -22.1% | +6.1% |
| YTD | +58.7% | -13.1% | +71.8% | +60.4% |
| All | +70.1% | -11.7% | +81.8% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling