+1,872.1%
T vs RF
+1,537.4%
+334.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +11.4% | -3.6% | +15.0% | +12.1% |
| 3M | +14.3% | +8.1% | +6.2% | +12.6% |
| 6M | -9.3% | +11.5% | -20.7% | -11.2% |
| YTD | +7.1% | +15.6% | -8.5% | +3.9% |
| 1Y | -9.1% | +15.7% | -24.8% | -11.9% |
| 3Y | +105.3% | +86.9% | +18.4% | +79.2% |
| 5Y | +66.8% | +89.8% | -23.0% | +42.9% |
| 10Y | +66.8% | +344.7% | -277.9% | +17.9% |
| All | +1,872.1% | +1,537.4% | +334.7% | +770.8% |
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