+109.4%
C vs RF
+42.4%
+66.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -3.7% |
| 7D | -5.3% | -1.6% | -3.7% | -4.2% |
| 30D | -7.3% | +5.0% | -12.4% | -10.2% |
| 3M | -13.5% | -10.0% | -3.5% | -7.4% |
| 6M | -6.5% | +3.3% | -9.8% | -8.7% |
| YTD | +3.6% | +7.9% | -4.3% | -1.5% |
| 1Y | +18.9% | +21.2% | -2.4% | +4.9% |
| 3Y | +205.0% | +105.8% | +99.2% | +96.0% |
| 5Y | +109.4% | +43.7% | +65.6% | +56.7% |
| All | +109.4% | +42.4% | +66.9% | +56.7% |
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 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