+42.1%
RF vs ALL
+143.1%
-100.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.7% |
| 7D | -0.9% | -1.9% | +1.0% | -0.1% |
| 30D | +6.0% | +13.8% | -7.7% | -0.2% |
| 3M | -8.9% | -7.0% | -1.9% | -6.2% |
| 6M | +2.3% | +18.0% | -15.7% | -6.6% |
| YTD | +7.6% | +24.2% | -16.6% | -4.8% |
| 1Y | +21.2% | +31.2% | -10.0% | +4.2% |
| 3Y | +108.5% | +107.5% | +1.0% | +33.4% |
| All | +42.1% | +143.1% | -100.9% | -23.3% |
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