+84.8%
DE vs RF
+104.8%
-20.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | +2.3% | +6.0% | -3.8% | -0.3% |
| 3M | +9.5% | -8.9% | +18.4% | +13.7% |
| 6M | +14.1% | +2.3% | +11.7% | +12.6% |
| YTD | +45.4% | +7.6% | +37.9% | +40.2% |
| 1Y | +42.9% | +21.2% | +21.7% | +31.0% |
| 3Y | +84.8% | +108.5% | -23.7% | +32.6% |
| All | +84.8% | +104.8% | -20.0% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling