+5,283.0%
O vs RF
+487.9%
+4,795.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | +4.5% | -1.6% | +6.1% | +5.0% |
| 30D | +10.2% | +5.0% | +5.2% | +8.8% |
| 3M | -3.8% | -10.0% | +6.2% | -1.1% |
| 6M | -3.8% | +3.3% | -7.2% | -4.8% |
| YTD | +10.3% | +7.9% | +2.4% | +7.5% |
| 1Y | +11.9% | +21.2% | -9.4% | +5.6% |
| 3Y | +38.1% | +105.8% | -67.7% | +10.7% |
| 5Y | +11.1% | +43.7% | -32.6% | -4.6% |
| 10Y | +72.7% | +289.4% | -216.7% | +6.6% |
| All | +5,283.0% | +487.9% | +4,795.0% | +2,192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling