-1.1%
SO vs RF
+4.6%
-5.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +0.6% |
| 7D | +0.4% | -1.6% | +2.0% | +0.7% |
| 30D | +9.2% | +5.0% | +4.2% | +8.4% |
| 3M | +1.1% | -10.0% | +11.1% | +2.4% |
| 6M | -1.1% | +3.3% | -4.4% | -3.0% |
| All | -1.1% | +4.6% | -5.6% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling