-48.8%
SE vs RF
+25.4%
-74.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.0% |
| 7D | +6.7% | +2.3% | +4.4% | +5.9% |
| 30D | -17.2% | +7.2% | -24.4% | -19.0% |
| 3M | -28.0% | -8.2% | -19.8% | -25.7% |
| 6M | -6.1% | +7.0% | -13.1% | -9.1% |
| YTD | -37.1% | +10.3% | -47.4% | -39.0% |
| 1Y | -48.8% | +25.1% | -73.8% | -49.5% |
| All | -48.8% | +25.4% | -74.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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