-63.1%
W vs RF
+89.8%
-153.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -4.2% | +1.3% | -5.5% | -5.4% |
| 30D | -7.6% | -3.6% | -4.0% | -4.3% |
| 3M | +37.2% | +8.1% | +29.1% | +26.9% |
| 6M | +26.3% | +11.5% | +14.9% | +13.0% |
| YTD | -1.0% | +15.6% | -16.5% | -14.8% |
| 1Y | +20.1% | +15.7% | +4.4% | +2.6% |
| 3Y | +37.8% | +86.9% | -49.1% | -25.5% |
| All | -63.1% | +89.8% | -153.0% | -78.5% |
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 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