+120.1%
SPOT vs RF
+47.5%
+72.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.0% |
| 7D | +1.6% | +1.9% | -0.3% | +1.0% |
| 30D | +16.9% | +7.3% | +9.6% | +14.5% |
| 3M | +23.0% | -7.9% | +30.9% | +26.0% |
| 6M | +42.2% | +10.5% | +31.7% | +37.3% |
| YTD | +5.5% | +9.6% | -4.1% | +1.6% |
| 1Y | -5.1% | +20.3% | -25.4% | -11.4% |
| 3Y | +257.9% | +119.5% | +138.4% | +156.3% |
| All | +120.1% | +47.5% | +72.6% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling