+701.6%
BE vs RF
+121.9%
+579.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -7.4% |
| 7D | -12.1% | +2.3% | -14.4% | -13.7% |
| 30D | -30.1% | +7.2% | -37.3% | -33.9% |
| 3M | -12.1% | -8.2% | -3.9% | -7.3% |
| 6M | -30.6% | +7.0% | -37.6% | -35.3% |
| YTD | +130.6% | +10.3% | +120.3% | +109.5% |
| 1Y | +55.3% | +25.1% | +30.2% | +28.5% |
| 3Y | +1,755.6% | +110.3% | +1,645.3% | +930.9% |
| 5Y | +564.5% | +47.1% | +517.3% | +369.5% |
| All | +701.6% | +121.9% | +579.7% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling