+88.3%
RF vs BR
-2.4%
+90.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.2% |
| 7D | +1.3% | -5.3% | +6.6% | +3.3% |
| 30D | -3.6% | +6.4% | -10.1% | -6.1% |
| 3M | +8.1% | +13.6% | -5.6% | +2.3% |
| 6M | +11.5% | -6.7% | +18.2% | +14.9% |
| YTD | +15.6% | -21.1% | +36.7% | +30.7% |
| 1Y | +15.7% | -29.6% | +45.2% | +40.4% |
| All | +88.3% | -2.4% | +90.7% | +67.5% |
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