+5,976.4%
SO vs RF
+1,537.4%
+4,438.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | -4.6% | -3.6% | -1.0% | -4.3% |
| 3M | -3.0% | +8.1% | -11.1% | -3.8% |
| 6M | -8.3% | +11.5% | -19.7% | -9.3% |
| YTD | +3.5% | +15.6% | -12.0% | +1.9% |
| 1Y | -0.9% | +15.7% | -16.6% | -2.6% |
| 3Y | +45.4% | +86.9% | -41.5% | +35.2% |
| 5Y | +59.6% | +89.8% | -30.2% | +46.8% |
| 10Y | +156.6% | +344.7% | -188.1% | +112.6% |
| All | +5,976.4% | +1,537.4% | +4,438.9% | +3,759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling