+19.3%
RF vs BB
+98.3%
-79.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +0.3% | +11.6% | -11.2% | -0.3% |
| 30D | +6.2% | +2.6% | +3.6% | +5.8% |
| 3M | -7.8% | +3.5% | -11.4% | -8.3% |
| 6M | +5.9% | +43.5% | -37.6% | +0.9% |
| YTD | +9.0% | +141.2% | -132.1% | -4.9% |
| 1Y | +19.3% | +97.4% | -78.2% | +6.0% |
| All | +19.3% | +98.3% | -79.0% | +6.0% |
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