+10.2%
O vs RF
+45.7%
-35.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | +10.4% | +6.2% | +4.2% | +9.1% |
| 3M | -2.4% | -7.8% | +5.4% | -0.9% |
| 6M | -1.2% | +5.9% | -7.1% | -2.5% |
| YTD | +10.4% | +9.0% | +1.4% | +8.0% |
| 1Y | +11.4% | +19.3% | -7.8% | +7.0% |
| 3Y | +40.4% | +116.4% | -76.0% | +15.6% |
| All | +10.2% | +45.7% | -35.6% | -2.1% |
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 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