-39.0%
U vs BR
+44.0%
-83.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +2.1% |
| 7D | -3.8% | -5.3% | +1.5% | +1.1% |
| 30D | +17.5% | +6.4% | +11.0% | +10.5% |
| 3M | +38.7% | +13.6% | +25.1% | +21.6% |
| 6M | +104.4% | -6.7% | +111.1% | +114.5% |
| YTD | -5.7% | -21.1% | +15.4% | +16.7% |
| 1Y | +3.7% | -29.6% | +33.2% | +43.8% |
| 3Y | +12.3% | -2.4% | +14.7% | +4.2% |
| 5Y | -68.8% | +11.2% | -80.1% | -77.3% |
| All | -39.0% | +44.0% | -83.1% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling