+29.4%
B vs RF
+25.4%
+3.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +8.0% |
| 7D | +1.1% | +2.3% | -1.1% | +0.7% |
| 30D | +0.3% | +7.2% | -6.9% | -1.1% |
| 3M | +5.4% | -8.2% | +13.6% | +6.5% |
| 6M | +5.5% | +7.0% | -1.5% | +1.9% |
| YTD | -6.3% | +10.3% | -16.6% | -12.0% |
| 1Y | +29.4% | +25.1% | +4.3% | +18.9% |
| All | +29.4% | +25.4% | +3.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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