-26.6%
U vs RF
+203.8%
-230.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | +2.8% | +0.4% | +2.5% | +2.6% |
| 30D | +7.6% | +5.6% | +2.1% | +4.3% |
| 3M | +12.7% | -8.9% | +21.6% | +18.1% |
| 6M | +87.0% | +7.1% | +79.9% | +78.6% |
| YTD | +13.6% | +8.3% | +5.3% | +7.3% |
| 1Y | +25.3% | +16.8% | +8.5% | +13.4% |
| 3Y | +85.8% | +115.0% | -29.2% | +25.1% |
| 5Y | -74.5% | +46.4% | -120.9% | -80.4% |
| All | -26.6% | +203.8% | -230.4% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling