+21.2%
RF vs S
+31.6%
-10.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.4% |
| 7D | -0.9% | -13.4% | +12.5% | -0.2% |
| 30D | +6.0% | -14.0% | +20.0% | +6.7% |
| 3M | -8.9% | +4.9% | -13.8% | -9.4% |
| 6M | +2.3% | +42.0% | -39.7% | -0.4% |
| YTD | +7.6% | +45.1% | -37.6% | +3.7% |
| 1Y | +21.2% | +33.1% | -11.9% | +18.4% |
| All | +21.2% | +31.6% | -10.5% | +18.4% |
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