+82.7%
O vs RF
+248.4%
-165.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +10.4% | +6.2% | +4.2% | +8.4% |
| 3M | -2.4% | -7.8% | +5.4% | 0.0% |
| 6M | -1.2% | +5.9% | -7.1% | -3.2% |
| YTD | +10.4% | +9.0% | +1.4% | +6.7% |
| 1Y | +11.4% | +19.3% | -7.8% | +4.6% |
| 3Y | +40.4% | +116.4% | -76.0% | +5.0% |
| 5Y | +12.1% | +46.0% | -33.9% | -7.5% |
| 10Y | +82.7% | +239.8% | -157.1% | +1.2% |
| All | +82.7% | +248.4% | -165.6% | +1.2% |
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 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