+8,410.9%
TER vs RF
+1,429.2%
+6,981.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.1% | -14.4% |
| 7D | -28.2% | -1.6% | -26.6% | -27.7% |
| 30D | -50.6% | +5.0% | -55.6% | -51.5% |
| 3M | -45.3% | -10.0% | -35.4% | -43.2% |
| 6M | -40.4% | +3.3% | -43.7% | -41.5% |
| YTD | +10.0% | +7.9% | +2.1% | +6.7% |
| 1Y | +13.6% | +21.2% | -7.6% | +5.5% |
| 3Y | +145.2% | +105.8% | +39.4% | +86.7% |
| 5Y | +50.4% | +43.7% | +6.6% | +29.0% |
| 10Y | +882.9% | +289.4% | +593.5% | +445.7% |
| All | +8,410.9% | +1,429.2% | +6,981.7% | +1,764.1% |
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