-54.0%
W vs RF
+42.4%
-96.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.1% | -6.1% | -6.1% |
| 7D | -5.6% | -1.6% | -4.0% | -3.8% |
| 30D | +7.5% | +5.0% | +2.5% | +2.5% |
| 3M | +5.4% | -10.0% | +15.4% | +17.0% |
| 6M | +79.4% | +3.3% | +76.1% | +74.1% |
| YTD | +12.9% | +7.9% | +5.0% | +3.8% |
| 1Y | +12.4% | +21.2% | -8.8% | -8.4% |
| 3Y | +128.5% | +105.8% | +22.7% | +13.2% |
| 5Y | -54.0% | +43.7% | -97.7% | -68.8% |
| All | -54.0% | +42.4% | -96.4% | -68.8% |
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