+46.6%
DE vs RF
+19.4%
+27.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +3.3% | +0.3% | +2.9% | +3.1% |
| 30D | +10.7% | +6.2% | +4.6% | +7.8% |
| 3M | +13.1% | -7.8% | +21.0% | +17.3% |
| 6M | +20.2% | +5.9% | +14.3% | +16.3% |
| YTD | +48.9% | +9.0% | +39.8% | +40.2% |
| 1Y | +46.6% | +19.3% | +27.4% | +29.5% |
| All | +46.6% | +19.4% | +27.2% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling