+200.6%
W vs RF
+335.1%
-134.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.1% | -6.1% | -7.0% |
| 7D | -5.6% | -1.6% | -4.0% | -4.5% |
| 30D | +7.5% | +5.0% | +2.5% | +4.7% |
| 3M | +5.4% | -10.0% | +15.4% | +12.0% |
| 6M | +79.4% | +3.3% | +76.1% | +76.9% |
| YTD | +12.9% | +7.9% | +5.0% | +8.4% |
| 1Y | +12.4% | +21.2% | -8.8% | +1.1% |
| 3Y | +128.5% | +105.8% | +22.7% | +61.6% |
| 5Y | -54.0% | +43.7% | -97.7% | -60.8% |
| 10Y | +248.8% | +289.4% | -40.7% | +78.8% |
| All | +200.6% | +335.1% | -134.5% | +41.0% |
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