+163.6%
W vs RF
+365.8%
-202.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -4.2% | +1.3% | -5.5% | -4.8% |
| 30D | -7.6% | -3.6% | -4.0% | -5.7% |
| 3M | +37.2% | +8.1% | +29.1% | +31.3% |
| 6M | +26.3% | +11.5% | +14.9% | +18.9% |
| YTD | -1.0% | +15.6% | -16.5% | -8.7% |
| 1Y | +20.1% | +15.7% | +4.4% | +10.5% |
| 3Y | +37.8% | +86.9% | -49.1% | +0.9% |
| 5Y | -63.7% | +89.8% | -153.5% | -72.5% |
| 10Y | +156.3% | +344.7% | -188.4% | +23.9% |
| All | +163.6% | +365.8% | -202.2% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling