+3.5%
B vs RF
+18.0%
-14.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.0% |
| 7D | -6.2% | +0.4% | -6.5% | -6.2% |
| 30D | -6.6% | +5.6% | -12.2% | -7.4% |
| 3M | -7.9% | -8.9% | +1.0% | -7.0% |
| 6M | -16.8% | +7.1% | -23.9% | -19.4% |
| YTD | -11.7% | +8.3% | -20.0% | -16.1% |
| 1Y | +3.5% | +16.8% | -13.3% | -2.8% |
| All | +3.5% | +18.0% | -14.6% | -2.8% |
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