+208.9%
W vs RF
+219.4%
-10.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -1.7% | +0.4% | -2.0% | -1.8% |
| 30D | +3.2% | +5.6% | -2.3% | +0.1% |
| 3M | +8.3% | -8.9% | +17.2% | +14.7% |
| 6M | +84.3% | +7.1% | +77.2% | +77.5% |
| YTD | +11.0% | +8.3% | +2.7% | +6.0% |
| 1Y | -0.2% | +16.8% | -17.0% | -9.1% |
| 3Y | +157.9% | +115.0% | +42.9% | +73.1% |
| 5Y | -56.8% | +46.4% | -103.2% | -64.1% |
| All | +208.9% | +219.4% | -10.6% | +72.0% |
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