+7.0%
RF vs P
+54.9%
-47.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.4% |
| 7D | +2.3% | -19.4% | +21.6% | +1.9% |
| 30D | +7.2% | -22.3% | +29.6% | +6.9% |
| 3M | -8.2% | +33.2% | -41.4% | -7.3% |
| 6M | +7.0% | +53.6% | -46.6% | +9.1% |
| All | +7.0% | +54.9% | -47.8% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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