+293.4%
C vs RF
+343.3%
-49.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | +1.3% | +2.3% | +2.6% |
| 30D | +0.1% | -3.6% | +3.7% | +2.8% |
| 3M | +2.4% | +8.1% | -5.7% | -3.4% |
| 6M | +24.9% | +11.5% | +13.5% | +15.1% |
| YTD | +19.8% | +15.6% | +4.2% | +7.5% |
| 1Y | +44.9% | +15.7% | +29.2% | +29.5% |
| 3Y | +263.0% | +86.9% | +176.1% | +124.1% |
| 5Y | +129.5% | +89.8% | +39.7% | +32.8% |
| All | +293.4% | +343.3% | -49.9% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling