+89.1%
U vs RF
+105.6%
-16.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.1% | +17.1% | +16.5% |
| 7D | +24.3% | -1.6% | +25.9% | +25.5% |
| 30D | +8.6% | +5.0% | +3.5% | +4.3% |
| 3M | +37.6% | -10.0% | +47.6% | +47.8% |
| 6M | +78.5% | +3.3% | +75.2% | +71.6% |
| YTD | +10.5% | +7.9% | +2.5% | +1.4% |
| 1Y | +15.2% | +21.2% | -6.0% | -4.3% |
| All | +89.1% | +105.6% | -16.5% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling