-9.4%
T vs RF
+18.0%
-27.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.6% | +0.4% | +1.3% | +1.6% |
| 30D | -2.9% | +5.6% | -8.5% | -3.6% |
| 3M | -7.5% | -8.9% | +1.4% | -7.0% |
| 6M | -9.9% | +7.1% | -17.0% | -9.7% |
| YTD | -6.4% | +8.3% | -14.8% | -7.2% |
| 1Y | -9.4% | +16.8% | -26.2% | -10.9% |
| All | -9.4% | +18.0% | -27.4% | -10.9% |
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