+395.8%
RF vs P
+485.4%
-89.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +1.3% | +6.5% | -5.2% | -0.1% |
| 30D | -3.6% | +18.8% | -22.4% | -7.7% |
| 3M | +8.1% | +26.7% | -18.7% | +1.1% |
| 6M | +11.5% | +62.2% | -50.7% | -2.7% |
| YTD | +15.6% | +48.5% | -32.9% | +2.0% |
| 1Y | +15.7% | +26.4% | -10.7% | +3.4% |
| 3Y | +86.9% | +159.4% | -72.5% | +28.3% |
| 5Y | +89.8% | +275.8% | -186.0% | +13.1% |
| 10Y | +344.7% | +732.0% | -387.3% | +101.7% |
| All | +395.8% | +485.4% | -89.6% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling