+223.5%
C vs RF
+279.4%
-55.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -2.4% | -0.9% | -1.5% | -1.7% |
| 30D | -6.0% | +6.0% | -12.0% | -9.8% |
| 3M | -10.5% | -8.9% | -1.7% | -4.3% |
| 6M | -5.7% | +2.3% | -8.1% | -7.6% |
| YTD | +4.1% | +7.6% | -3.4% | -1.6% |
| 1Y | +20.5% | +21.2% | -0.7% | +4.4% |
| 3Y | +208.1% | +108.5% | +99.6% | +77.5% |
| 5Y | +110.4% | +43.2% | +67.2% | +51.3% |
| All | +223.5% | +279.4% | -55.9% | +10.6% |
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