-48.0%
SE vs RF
+18.8%
-66.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.6% |
| 7D | -7.7% | -1.3% | -6.4% | -7.3% |
| 30D | -22.8% | +4.6% | -27.5% | -23.9% |
| 3M | -43.7% | -8.4% | -35.3% | -41.8% |
| 6M | -12.8% | +8.9% | -21.7% | -16.3% |
| YTD | -42.0% | +8.8% | -50.8% | -43.3% |
| 1Y | -48.0% | +18.9% | -66.9% | -47.6% |
| All | -48.0% | +18.8% | -66.8% | -47.6% |
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