+108.5%
RF vs S
+34.5%
+74.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -0.9% | -13.4% | +12.5% | +1.2% |
| 30D | +6.0% | -14.0% | +20.0% | +8.2% |
| 3M | -8.9% | +4.9% | -13.8% | -10.6% |
| 6M | +2.3% | +42.0% | -39.7% | -5.4% |
| YTD | +7.6% | +45.1% | -37.6% | -1.9% |
| 1Y | +21.2% | +33.1% | -11.9% | +12.2% |
| 3Y | +108.5% | +40.6% | +67.9% | +61.9% |
| All | +108.5% | +34.5% | +74.1% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling