+322.4%
NET vs RF
+110.0%
+212.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.3% |
| 7D | -16.4% | +2.3% | -18.6% | -17.3% |
| 30D | -25.8% | +7.2% | -33.1% | -28.5% |
| 3M | -11.5% | -8.2% | -3.3% | -7.8% |
| 6M | +18.9% | +7.0% | +11.9% | +13.9% |
| YTD | +35.2% | +10.3% | +24.9% | +26.4% |
| 1Y | +14.5% | +25.1% | -10.6% | -0.6% |
| All | +322.4% | +110.0% | +212.4% | +142.9% |
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 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