+78.2%
O vs RF
+277.2%
-199.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | +3.3% | -0.1% | +3.5% | +3.4% |
| 30D | +10.3% | +7.0% | +3.3% | +8.0% |
| 3M | -3.5% | -7.0% | +3.6% | -1.3% |
| 6M | -1.3% | +6.8% | -8.1% | -3.5% |
| YTD | +10.3% | +9.9% | +0.4% | +6.4% |
| 1Y | +10.4% | +21.1% | -10.7% | +3.1% |
| 3Y | +40.0% | +119.6% | -79.6% | +4.4% |
| 5Y | +12.4% | +46.2% | -33.8% | -7.2% |
| 10Y | +78.2% | +261.5% | -183.3% | +1.5% |
| All | +78.2% | +277.2% | -199.0% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling