+121.4%
DD vs USFR
+27.5%
+93.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -10.3% | +0.3% | -10.6% | -10.4% |
| 3M | -7.5% | +1.0% | -8.5% | -8.0% |
| 6M | -8.0% | +1.9% | -9.9% | -8.9% |
| YTD | +10.5% | +2.6% | +7.9% | +9.0% |
| 1Y | +38.3% | +4.0% | +34.3% | +35.5% |
| 3Y | +42.5% | +14.1% | +28.4% | +33.2% |
| 5Y | +60.2% | +20.4% | +39.8% | +45.4% |
| 10Y | +68.9% | +28.0% | +40.9% | +49.2% |
| All | +121.4% | +27.5% | +93.9% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling