+15.7%
RF vs S
+10.1%
+5.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.3% | -7.7% | +9.0% | +1.9% |
| 30D | -3.6% | -5.3% | +1.7% | -3.3% |
| 3M | +8.1% | +20.3% | -12.2% | +6.3% |
| 6M | +11.5% | +47.4% | -35.9% | +6.6% |
| YTD | +15.6% | +32.5% | -17.0% | +11.6% |
| 1Y | +15.7% | +9.5% | +6.1% | +14.3% |
| All | +15.7% | +10.1% | +5.5% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling