+560.2%
RF vs ALL
+3,771.7%
-3,211.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.6% |
| 7D | -1.6% | +4.2% | -5.8% | -4.3% |
| 30D | +5.0% | +18.9% | -13.9% | -6.3% |
| 3M | -10.0% | +1.2% | -11.2% | -11.3% |
| 6M | +3.3% | +23.2% | -19.9% | -11.4% |
| YTD | +7.9% | +30.0% | -22.1% | -11.3% |
| 1Y | +21.2% | +39.6% | -18.4% | -5.1% |
| 3Y | +105.8% | +115.2% | -9.4% | +16.5% |
| 5Y | +43.7% | +156.2% | -112.5% | -29.3% |
| 10Y | +289.4% | +398.0% | -108.6% | +29.3% |
| All | +560.2% | +3,771.7% | -3,211.5% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling