+48.2%
S vs BR
+15.2%
+33.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.2% | +1.9% | -0.6% | +0.2% |
| 30D | -7.3% | +15.9% | -23.2% | -15.0% |
| 3M | +5.9% | +13.7% | -7.8% | -1.9% |
| 6M | +45.6% | +31.0% | +14.6% | +24.0% |
| YTD | +58.5% | -12.0% | +70.5% | +68.8% |
| 1Y | +37.6% | -11.5% | +49.1% | +45.7% |
| All | +48.2% | +15.2% | +33.0% | +79.8% |
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