+43.2%
DD vs USFR
+14.0%
+29.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.8% | +0.1% | -3.8% | -3.7% |
| 30D | -9.2% | +0.3% | -9.5% | -8.7% |
| 3M | -9.0% | +1.0% | -10.0% | -7.3% |
| 6M | -5.0% | +1.9% | -6.9% | -1.7% |
| YTD | +7.4% | +2.7% | +4.7% | +11.8% |
| 1Y | +35.1% | +4.0% | +31.1% | +41.4% |
| All | +43.2% | +14.0% | +29.1% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling