+144.6%
RF vs BB
+290.1%
-145.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.3% | -1.5% |
| 7D | -1.6% | -8.9% | +7.3% | -0.5% |
| 30D | +5.0% | -12.6% | +17.7% | +6.5% |
| 3M | -10.0% | -4.1% | -5.9% | -10.2% |
| 6M | +3.3% | +49.5% | -46.1% | -4.4% |
| YTD | +7.9% | +120.8% | -112.9% | -5.8% |
| 1Y | +21.2% | +76.2% | -55.0% | +8.9% |
| 3Y | +105.8% | +123.8% | -18.0% | +72.2% |
| 5Y | +43.7% | -24.3% | +68.0% | +34.9% |
| 10Y | +289.4% | +20.1% | +269.4% | +201.5% |
| All | +144.6% | +290.1% | -145.5% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling