+163.6%
W vs BR
+421.8%
-258.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +5.8% |
| 7D | -4.2% | -5.3% | +1.1% | +0.9% |
| 30D | -7.6% | +6.4% | -14.0% | -13.7% |
| 3M | +37.2% | +13.6% | +23.5% | +20.9% |
| 6M | +26.3% | -6.7% | +33.0% | +33.5% |
| YTD | -1.0% | -21.1% | +20.1% | +21.9% |
| 1Y | +20.1% | -29.6% | +49.6% | +65.4% |
| 3Y | +37.8% | -2.4% | +40.2% | +35.0% |
| 5Y | -63.7% | +11.2% | -74.9% | -68.2% |
| 10Y | +156.3% | +191.8% | -35.4% | +16.9% |
| All | +163.6% | +421.8% | -258.2% | -19.1% |
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