+13.2%
W vs RF
+21.0%
-7.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | -3.6% | -0.9% | -2.7% | -2.5% |
| 30D | +7.0% | +6.0% | +0.9% | +1.8% |
| 3M | +7.4% | -8.9% | +16.3% | +16.9% |
| 6M | +69.3% | +2.3% | +67.0% | +65.9% |
| YTD | +11.3% | +7.6% | +3.7% | +3.5% |
| 1Y | +13.2% | +21.2% | -8.0% | -9.5% |
| All | +13.2% | +21.0% | -7.8% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling