+1,594.6%
T vs RF
+1,429.2%
+165.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +4.3% | -1.6% | +5.9% | +4.6% |
| 30D | -9.7% | +5.0% | -14.7% | -10.5% |
| 3M | -4.3% | -10.0% | +5.7% | -2.5% |
| 6M | -13.7% | +3.3% | -17.0% | -14.3% |
| YTD | -8.0% | +7.9% | -15.9% | -9.6% |
| 1Y | -6.9% | +21.2% | -28.2% | -10.5% |
| 3Y | +59.7% | +105.8% | -46.1% | +37.3% |
| 5Y | +53.4% | +43.7% | +9.7% | +38.4% |
| 10Y | +58.2% | +289.4% | -231.2% | +14.5% |
| All | +1,594.6% | +1,429.2% | +165.4% | +657.5% |
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