-48.8%
S vs BB
-27.8%
-20.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | -0.3% |
| 7D | -13.4% | +3.8% | -17.2% | -14.8% |
| 30D | -14.0% | -0.3% | -13.6% | -14.2% |
| 3M | +4.9% | -0.5% | +5.3% | +4.3% |
| 6M | +42.0% | +45.9% | -3.9% | +12.9% |
| YTD | +45.1% | +130.6% | -85.5% | -8.5% |
| 1Y | +33.1% | +89.2% | -56.1% | -8.8% |
| 3Y | +40.6% | +137.5% | -96.9% | -25.9% |
| 5Y | -67.5% | -20.9% | -46.6% | -69.3% |
| All | -48.8% | -27.8% | -20.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling