+48.4%
IR vs RF
+89.8%
-41.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -2.8% | +1.3% | -4.1% | -3.5% |
| 30D | -15.1% | -3.6% | -11.5% | -13.5% |
| 3M | +6.1% | +8.1% | -2.0% | +1.7% |
| 6M | -16.8% | +11.5% | -28.3% | -21.4% |
| YTD | -3.5% | +15.6% | -19.1% | -10.6% |
| 1Y | -3.5% | +15.7% | -19.2% | -10.7% |
| 3Y | +9.5% | +86.9% | -77.4% | -21.1% |
| All | +48.4% | +89.8% | -41.4% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling