+606.9%
RF vs ALL
+3,667.9%
-3,060.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.8% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -3.6% | -1.5% | -2.1% | -3.0% |
| 3M | +8.1% | +23.6% | -15.5% | -7.0% |
| 6M | +11.5% | +22.3% | -10.9% | -3.8% |
| YTD | +15.6% | +26.5% | -10.9% | -3.0% |
| 1Y | +15.7% | +27.0% | -11.3% | -3.5% |
| 3Y | +86.9% | +149.6% | -62.7% | -4.2% |
| 5Y | +89.8% | +118.1% | -28.3% | +4.2% |
| 10Y | +344.7% | +369.0% | -24.3% | +53.8% |
| All | +606.9% | +3,667.9% | -3,060.9% | +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 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