+992.7%
C vs RF
+1,429.2%
-436.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -3.7% |
| 7D | -5.3% | -1.6% | -3.7% | -4.3% |
| 30D | -7.3% | +5.0% | -12.4% | -10.1% |
| 3M | -13.5% | -10.0% | -3.5% | -7.6% |
| 6M | -6.5% | +3.3% | -9.8% | -8.5% |
| YTD | +3.6% | +7.9% | -4.3% | -1.3% |
| 1Y | +18.9% | +21.2% | -2.4% | +5.3% |
| 3Y | +205.0% | +105.8% | +99.2% | +93.2% |
| 5Y | +109.4% | +43.7% | +65.6% | +59.5% |
| 10Y | +232.9% | +289.4% | -56.5% | +35.5% |
| All | +992.7% | +1,429.2% | -436.5% | +87.9% |
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