+20.2%
RF vs BB
+100.0%
-79.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.9% |
| 7D | -0.1% | +15.0% | -15.1% | -0.9% |
| 30D | +7.0% | +3.5% | +3.5% | +6.6% |
| 3M | -7.0% | +2.7% | -9.7% | -7.4% |
| 6M | +6.8% | +44.7% | -38.0% | +1.6% |
| YTD | +9.9% | +143.3% | -133.4% | -4.2% |
| All | +20.2% | +100.0% | -79.8% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling