+161.9%
DD vs USFR
+28.6%
+133.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.2% | +0.1% | +3.2% | +3.2% |
| 30D | +20.3% | +0.4% | +19.9% | +20.1% |
| 3M | +8.2% | +1.1% | +7.1% | +7.6% |
| 6M | +3.4% | +2.1% | +1.4% | +2.4% |
| YTD | +30.6% | +3.4% | +27.2% | +28.4% |
| 1Y | +30.6% | +4.1% | +26.6% | +28.0% |
| 3Y | +91.1% | +14.4% | +76.7% | +78.4% |
| 5Y | +68.6% | +21.4% | +47.1% | +52.4% |
| 10Y | +99.9% | +28.5% | +71.4% | +76.2% |
| All | +161.9% | +28.6% | +133.3% | +130.2% |
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