-26.3%
U vs RF
+205.8%
-232.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | +24.4% | +0.3% | +24.0% | +23.9% |
| 30D | +7.4% | +6.2% | +1.2% | +3.7% |
| 3M | +16.8% | -7.8% | +24.6% | +21.7% |
| 6M | +78.8% | +5.9% | +72.8% | +71.9% |
| YTD | +14.0% | +9.0% | +4.9% | +7.3% |
| 1Y | +16.7% | +19.3% | -2.5% | +4.5% |
| 3Y | +86.4% | +116.4% | -30.1% | +25.1% |
| 5Y | -71.5% | +46.0% | -117.5% | -78.1% |
| All | -26.3% | +205.8% | -232.2% | -28.2% |
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