+193.4%
B vs O
+50.0%
+143.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +1.4% | -2.0% | +3.3% | +1.9% |
| 3M | +12.2% | +3.0% | +9.2% | +11.2% |
| 6M | -2.1% | -3.6% | +1.5% | -1.3% |
| YTD | +2.9% | +12.1% | -9.1% | -0.2% |
| 1Y | +55.3% | +8.9% | +46.4% | +51.6% |
| 3Y | +198.7% | +30.3% | +168.4% | +178.4% |
| 5Y | +153.8% | +13.7% | +140.1% | +142.9% |
| 10Y | +193.4% | +50.3% | +143.1% | +172.0% |
| All | +193.4% | +50.0% | +143.4% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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