+51.4%
O vs RF
+343.3%
-292.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +1.3% | -2.1% | -1.2% |
| 30D | -1.9% | -3.6% | +1.7% | -0.8% |
| 3M | +3.8% | +8.1% | -4.2% | +1.3% |
| 6M | -4.7% | +11.5% | -16.2% | -8.2% |
| YTD | +12.5% | +15.6% | -3.1% | +6.9% |
| 1Y | +10.8% | +15.7% | -4.8% | +5.0% |
| 3Y | +28.8% | +86.9% | -58.1% | +1.6% |
| 5Y | +13.2% | +89.8% | -76.6% | -14.7% |
| All | +51.4% | +343.3% | -292.0% | -16.1% |
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