0.0%
W vs RF
+19.4%
-19.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.0% |
| 7D | +1.1% | +0.3% | +0.7% | +1.1% |
| 30D | +6.4% | +6.2% | +0.2% | +1.3% |
| 3M | +9.0% | -7.8% | +16.8% | +17.1% |
| 6M | +69.8% | +5.9% | +63.9% | +62.2% |
| YTD | +12.1% | +9.0% | +3.0% | +4.3% |
| 1Y | 0.0% | +19.3% | -19.2% | -14.3% |
| All | 0.0% | +19.4% | -19.4% | -14.3% |
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