+130.7%
C vs RF
+89.8%
+40.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | +1.3% | +2.3% | +2.8% |
| 30D | +0.1% | -3.6% | +3.7% | +2.5% |
| 3M | +2.4% | +8.1% | -5.7% | -2.7% |
| 6M | +24.9% | +11.5% | +13.5% | +16.2% |
| YTD | +19.8% | +15.6% | +4.2% | +9.0% |
| 1Y | +44.9% | +15.7% | +29.2% | +31.4% |
| 3Y | +263.0% | +86.9% | +176.1% | +144.2% |
| All | +130.7% | +89.8% | +40.8% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling