+615.0%
F vs RF
+1,537.4%
-922.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | +1.3% | +4.0% | +4.9% |
| 30D | +4.6% | -3.6% | +8.2% | +5.9% |
| 3M | -3.7% | +8.1% | -11.7% | -6.4% |
| 6M | +16.8% | +11.5% | +5.3% | +12.1% |
| YTD | +15.3% | +15.6% | -0.3% | +9.1% |
| 1Y | +31.0% | +15.7% | +15.3% | +23.9% |
| 3Y | +45.4% | +86.9% | -41.5% | +15.4% |
| 5Y | +54.7% | +89.8% | -35.2% | +22.3% |
| 10Y | +98.2% | +344.7% | -246.5% | +16.3% |
| All | +615.0% | +1,537.4% | -922.4% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling