+167.3%
B vs O
+40.0%
+127.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -6.6% | +8.3% | -14.9% | -10.1% |
| 3M | -7.9% | -4.0% | -3.9% | -6.1% |
| 6M | -16.8% | -2.6% | -14.2% | -16.0% |
| YTD | -11.7% | +9.9% | -21.6% | -16.4% |
| 1Y | +3.5% | +9.8% | -6.4% | -2.0% |
| All | +167.3% | +40.0% | +127.3% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling