+119.6%
RF vs BR
+13.8%
+105.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -0.1% | +4.4% | -4.5% | -1.6% |
| 30D | +7.0% | +16.3% | -9.2% | +1.8% |
| 3M | -7.0% | +16.2% | -23.3% | -11.8% |
| 6M | +6.8% | +30.3% | -23.5% | -3.3% |
| YTD | +9.9% | -12.2% | +22.1% | +18.7% |
| 1Y | +21.1% | -11.3% | +32.4% | +30.0% |
| 3Y | +119.6% | +15.2% | +104.4% | +90.9% |
| All | +119.6% | +13.8% | +105.8% | +90.9% |
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