+90.1%
RF vs ALL
+118.4%
-28.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.5% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -3.6% | -1.5% | -2.1% | -3.1% |
| 3M | +8.1% | +23.6% | -15.5% | -3.2% |
| 6M | +11.5% | +22.3% | -10.9% | +0.2% |
| YTD | +15.6% | +26.5% | -10.9% | +1.7% |
| 1Y | +15.7% | +27.0% | -11.3% | +1.4% |
| 3Y | +86.9% | +149.6% | -62.7% | +7.3% |
| All | +90.1% | +118.4% | -28.3% | +13.8% |
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