+243.6%
W vs RF
+277.2%
-33.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.2% |
| 7D | +3.3% | -0.1% | +3.4% | +3.6% |
| 30D | +10.5% | +7.0% | +3.5% | +6.2% |
| 3M | +9.6% | -7.0% | +16.7% | +14.7% |
| 6M | +76.4% | +6.8% | +69.6% | +70.3% |
| YTD | +16.4% | +9.9% | +6.5% | +10.1% |
| 1Y | +9.3% | +21.1% | -11.8% | -2.6% |
| 3Y | +172.8% | +119.6% | +53.2% | +80.9% |
| 5Y | -53.4% | +46.2% | -99.5% | -61.3% |
| 10Y | +243.6% | +261.5% | -17.9% | +78.4% |
| All | +243.6% | +277.2% | -33.6% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling