+5,387.7%
O vs RF
+529.5%
+4,858.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +1.3% | -2.1% | -1.1% |
| 30D | -1.9% | -3.6% | +1.7% | -1.0% |
| 3M | +3.8% | +8.1% | -4.2% | +1.6% |
| 6M | -4.7% | +11.5% | -16.2% | -7.7% |
| YTD | +12.5% | +15.6% | -3.1% | +7.6% |
| 1Y | +10.8% | +15.7% | -4.8% | +5.8% |
| 3Y | +28.8% | +86.9% | -58.1% | +5.6% |
| 5Y | +13.2% | +89.8% | -76.6% | -10.0% |
| 10Y | +53.5% | +344.7% | -291.2% | -8.6% |
| All | +5,387.7% | +529.5% | +4,858.2% | +2,195.3% |
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