-69.4%
U vs RF
+89.8%
-159.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.8% | +1.3% | -5.1% | -4.8% |
| 30D | +17.5% | -3.6% | +21.1% | +20.5% |
| 3M | +38.7% | +8.1% | +30.6% | +29.8% |
| 6M | +104.4% | +11.5% | +92.9% | +85.3% |
| YTD | -5.7% | +15.6% | -21.3% | -17.4% |
| 1Y | +3.7% | +15.7% | -12.0% | -9.6% |
| 3Y | +12.3% | +86.9% | -74.6% | -35.0% |
| All | -69.4% | +89.8% | -159.2% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling