+43.7%
RF vs ALL
+155.0%
-111.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.7% |
| 7D | -1.6% | +4.2% | -5.8% | -3.5% |
| 30D | +5.0% | +18.9% | -13.9% | -3.0% |
| 3M | -10.0% | +1.2% | -11.2% | -10.8% |
| 6M | +3.3% | +23.2% | -19.9% | -7.4% |
| YTD | +7.9% | +30.0% | -22.1% | -6.3% |
| 1Y | +21.2% | +39.6% | -18.4% | +1.3% |
| 3Y | +105.8% | +115.2% | -9.4% | +29.9% |
| 5Y | +43.7% | +156.2% | -112.5% | -24.0% |
| All | +43.7% | +155.0% | -111.2% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling