-73.3%
U vs RF
+47.5%
-120.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.3% |
| 7D | +2.6% | +1.9% | +0.6% | +1.0% |
| 30D | +27.6% | +7.3% | +20.2% | +20.2% |
| 3M | +15.3% | -7.9% | +23.3% | +22.5% |
| 6M | +96.4% | +10.5% | +85.9% | +78.8% |
| YTD | +19.6% | +9.6% | +9.9% | +8.2% |
| 1Y | +42.1% | +20.3% | +21.8% | +18.8% |
| 3Y | +87.5% | +119.5% | -32.0% | -7.1% |
| All | -73.3% | +47.5% | -120.7% | -81.6% |
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 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