+119.5%
RF vs BR
+14.9%
+104.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +1.9% | +1.1% | +0.9% | +1.6% |
| 30D | +7.3% | +14.4% | -7.1% | +2.6% |
| 3M | -7.9% | +12.4% | -20.3% | -11.6% |
| 6M | +10.5% | +35.4% | -24.9% | -1.4% |
| YTD | +9.6% | -12.2% | +21.8% | +18.4% |
| 1Y | +20.3% | -12.7% | +33.0% | +30.5% |
| 3Y | +119.5% | +14.3% | +105.3% | +97.1% |
| All | +119.5% | +14.9% | +104.6% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling