-67.9%
U vs RF
+42.4%
-110.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.1% | +17.1% | +16.6% |
| 7D | +24.3% | -1.6% | +25.9% | +25.6% |
| 30D | +8.6% | +5.0% | +3.5% | +4.1% |
| 3M | +37.6% | -10.0% | +47.6% | +48.4% |
| 6M | +78.5% | +3.3% | +75.2% | +71.5% |
| YTD | +10.5% | +7.9% | +2.5% | +1.3% |
| 1Y | +15.2% | +21.2% | -6.0% | -4.3% |
| 3Y | +76.6% | +105.8% | -29.3% | -7.5% |
| 5Y | -67.9% | +43.7% | -111.6% | -77.4% |
| All | -67.9% | +42.4% | -110.3% | -77.4% |
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