+20.1%
W vs BR
-29.1%
+49.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +4.4% |
| 7D | -4.2% | -5.3% | +1.1% | -1.2% |
| 30D | -7.6% | +6.4% | -14.0% | -11.3% |
| 3M | +37.2% | +13.6% | +23.5% | +28.2% |
| 6M | +26.3% | -6.7% | +33.0% | +23.0% |
| YTD | -1.0% | -21.1% | +20.1% | +2.2% |
| 1Y | +20.1% | -29.6% | +49.6% | +31.8% |
| All | +20.1% | -29.1% | +49.2% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling