+16.0%
RF vs BR
-31.7%
+47.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.1% | -5.0% | +4.9% | +0.3% |
| 30D | -4.0% | -2.5% | -1.6% | -3.8% |
| 3M | +5.6% | +13.5% | -7.9% | +4.0% |
| 6M | +13.1% | -9.4% | +22.5% | +12.7% |
| YTD | +13.6% | -23.3% | +36.8% | +20.6% |
| 1Y | +16.0% | -31.6% | +47.6% | +24.3% |
| All | +16.0% | -31.7% | +47.7% | +24.3% |
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