+420.4%
FIX vs RF
+105.6%
+314.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.4% | -10.4% |
| 7D | -27.2% | -1.6% | -25.6% | -26.6% |
| 30D | -46.9% | +5.0% | -51.9% | -48.5% |
| 3M | -44.4% | -10.0% | -34.4% | -41.3% |
| 6M | -50.9% | +3.3% | -54.2% | -52.5% |
| YTD | +3.5% | +7.9% | -4.4% | -2.8% |
| 1Y | -2.1% | +21.2% | -23.4% | -14.2% |
| All | +420.4% | +105.6% | +314.8% | +242.2% |
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 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