+28.5%
DD vs USFR
+4.1%
+24.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.4% |
| 7D | +5.0% | +0.1% | +4.9% | +5.4% |
| 30D | +19.7% | +0.4% | +19.3% | +23.1% |
| 3M | +7.2% | +1.1% | +6.1% | +17.2% |
| 6M | +1.0% | +2.0% | -1.0% | +23.6% |
| YTD | +29.1% | +3.5% | +25.6% | +84.8% |
| 1Y | +28.5% | +4.1% | +24.4% | +75.1% |
| All | +28.5% | +4.1% | +24.4% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling