+519.6%
F vs RF
+1,462.6%
-943.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +6.0% | +2.3% | +3.8% | +5.2% |
| 30D | +4.3% | +7.2% | -3.0% | +1.8% |
| 3M | -10.1% | -8.2% | -1.8% | -7.4% |
| 6M | +12.8% | +7.0% | +5.7% | +9.8% |
| YTD | -0.1% | +10.3% | -10.4% | -3.9% |
| 1Y | +3.7% | +25.1% | -21.4% | -4.5% |
| 3Y | +42.7% | +110.3% | -67.6% | +9.2% |
| 5Y | -11.0% | +47.1% | -58.1% | -23.5% |
| 10Y | +87.0% | +297.9% | -210.9% | +13.7% |
| All | +519.6% | +1,462.6% | -943.0% | +86.9% |
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