+11.4%
B vs RF
+18.8%
-7.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.7% | -1.3% | -1.3% | -2.4% |
| 30D | -4.3% | +4.6% | -9.0% | -5.1% |
| 3M | -2.3% | -8.4% | +6.2% | -1.4% |
| 6M | -16.2% | +8.9% | -25.1% | -19.1% |
| YTD | -8.8% | +8.8% | -17.6% | -13.8% |
| 1Y | +11.4% | +18.9% | -7.5% | +4.0% |
| All | +11.4% | +18.8% | -7.4% | +4.0% |
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