+99.5%
U vs RF
+104.8%
-5.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.8% |
| 7D | +36.6% | -0.9% | +37.5% | +37.1% |
| 30D | +13.3% | +6.0% | +7.3% | +8.2% |
| 3M | +26.2% | -8.9% | +35.1% | +34.5% |
| 6M | +88.7% | +2.3% | +86.4% | +82.8% |
| YTD | +16.6% | +7.6% | +9.0% | +7.3% |
| 1Y | +29.0% | +21.2% | +7.8% | +7.1% |
| 3Y | +99.5% | +108.5% | -9.0% | -5.4% |
| All | +99.5% | +104.8% | -5.3% | -5.4% |
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