+116.4%
RF vs ALL
+114.3%
+2.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.6% |
| 7D | +0.3% | -0.1% | +0.5% | +0.3% |
| 30D | +6.2% | +13.8% | -7.6% | +2.3% |
| 3M | -7.8% | -2.8% | -5.1% | -7.3% |
| 6M | +5.9% | +23.7% | -17.7% | -1.4% |
| YTD | +9.0% | +27.3% | -18.2% | +0.2% |
| 1Y | +19.3% | +30.5% | -11.3% | +8.6% |
| 3Y | +116.4% | +113.0% | +3.4% | +94.0% |
| All | +116.4% | +114.3% | +2.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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