+7.0%
RF vs M
+33.2%
-26.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.6% | -6.1% | +0.2% |
| 7D | +2.3% | +8.3% | -6.0% | +0.8% |
| 30D | +7.2% | +14.2% | -6.9% | +4.8% |
| 3M | -8.2% | -1.1% | -7.1% | -8.2% |
| 6M | +7.0% | +36.6% | -29.6% | +0.5% |
| All | +7.0% | +33.2% | -26.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 6mo: compounded portfolio wealth divided by compounded M 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…
6mo analysis · Full analysis span regression · 6 months rolling