+61.0%
T vs RF
+105.6%
-44.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +4.3% | -1.6% | +5.9% | +4.5% |
| 30D | -9.7% | +5.0% | -14.7% | -10.2% |
| 3M | -4.3% | -10.0% | +5.7% | -3.2% |
| 6M | -13.7% | +3.3% | -17.0% | -14.0% |
| YTD | -8.0% | +7.9% | -15.9% | -8.9% |
| 1Y | -6.9% | +21.2% | -28.2% | -9.2% |
| All | +61.0% | +105.6% | -44.5% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling