+10.7%
O vs RF
+42.5%
-31.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.7% | -0.9% | +4.6% | +3.9% |
| 30D | +11.2% | +6.0% | +5.2% | +9.9% |
| 3M | -4.0% | -8.9% | +4.9% | -2.2% |
| 6M | -5.2% | +2.3% | -7.6% | -5.8% |
| YTD | +9.5% | +7.6% | +1.9% | +7.4% |
| 1Y | +10.6% | +21.2% | -10.6% | +5.8% |
| 3Y | +38.1% | +108.5% | -70.4% | +14.7% |
| All | +10.7% | +42.5% | -31.8% | -0.7% |
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