+20.2%
RF vs BR
-10.8%
+31.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | -0.1% | +4.4% | -4.5% | -0.5% |
| 30D | +7.0% | +16.3% | -9.2% | +5.7% |
| 3M | -7.0% | +16.2% | -23.3% | -8.2% |
| 6M | +6.8% | +30.3% | -23.5% | +4.3% |
| YTD | +9.9% | -12.2% | +22.1% | +12.8% |
| All | +20.2% | -10.8% | +31.0% | +23.2% |
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