+599.5%
XYZ vs RF
+279.4%
+320.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +12.1% | -0.9% | +13.1% | +12.8% |
| 30D | +12.4% | +6.0% | +6.3% | +9.1% |
| 3M | +8.2% | -8.9% | +17.1% | +13.7% |
| 6M | +20.7% | +2.3% | +18.3% | +19.0% |
| YTD | +31.3% | +7.6% | +23.8% | +25.3% |
| 1Y | +20.5% | +21.2% | -0.6% | +7.7% |
| 3Y | +72.6% | +108.5% | -35.9% | +17.1% |
| 5Y | -64.0% | +43.2% | -107.2% | -70.4% |
| All | +599.5% | +279.4% | +320.1% | +309.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling