+264.0%
SPOT vs BB
-28.6%
+292.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.9% | -5.6% | +4.7% | +0.2% |
| 30D | +12.5% | -11.8% | +24.3% | +14.8% |
| 3M | +9.9% | -25.5% | +35.4% | +14.2% |
| 6M | +1.6% | +121.3% | -119.7% | -17.2% |
| YTD | -6.6% | +103.2% | -109.8% | -22.4% |
| 1Y | -22.9% | +102.6% | -125.6% | -36.6% |
| 3Y | +244.3% | +37.5% | +206.8% | +190.5% |
| 5Y | +117.8% | -30.4% | +148.3% | +101.6% |
| All | +264.0% | -28.6% | +292.6% | +170.0% |
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