+109.3%
RF vs A
+61.4%
+47.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.2% |
| 7D | -1.6% | -5.2% | +3.5% | -0.1% |
| 30D | +5.0% | +1.4% | +3.6% | +4.5% |
| 3M | -10.0% | +21.9% | -31.9% | -15.9% |
| 6M | +3.3% | +46.7% | -43.3% | -10.2% |
| YTD | +7.9% | +27.2% | -19.3% | -1.1% |
| 1Y | +21.2% | +17.9% | +3.3% | +14.4% |
| All | +109.3% | +61.4% | +47.8% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling