+11.5%
RF vs BR
-5.2%
+16.6%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.3% |
| 7D | +1.3% | -5.3% | +6.6% | +1.8% |
| 30D | -3.6% | +6.4% | -10.1% | -4.4% |
| 3M | +8.1% | +13.6% | -5.6% | +5.9% |
| 6M | +11.5% | -6.7% | +18.2% | +9.6% |
| All | +11.5% | -5.2% | +16.6% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling