+161.9%
RF vs BB
+258.8%
-97.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.3% | -5.6% | +7.0% | +2.1% |
| 30D | -3.6% | -11.8% | +8.2% | -2.1% |
| 3M | +8.1% | -25.5% | +33.6% | +11.2% |
| 6M | +11.5% | +121.3% | -109.8% | -2.1% |
| YTD | +15.6% | +103.2% | -87.6% | +2.7% |
| 1Y | +15.7% | +102.6% | -87.0% | +2.2% |
| 3Y | +86.9% | +37.5% | +49.4% | +67.3% |
| 5Y | +89.8% | -30.4% | +120.3% | +80.9% |
| 10Y | +344.7% | 0.0% | +344.7% | +254.8% |
| All | +161.9% | +258.8% | -97.0% | +86.0% |
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 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