-22.9%
SPOT vs RF
+16.9%
-39.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -0.9% | +1.3% | -2.2% | -1.0% |
| 30D | +12.5% | -3.6% | +16.1% | +12.5% |
| 3M | +9.9% | +8.1% | +1.8% | +9.3% |
| 6M | +1.6% | +11.5% | -9.9% | +0.4% |
| YTD | -6.6% | +15.6% | -22.2% | -6.4% |
| 1Y | -22.9% | +15.7% | -38.6% | -21.9% |
| All | -22.9% | +16.9% | -39.9% | -21.9% |
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