-3.5%
B vs O
-5.4%
+1.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | +9.4% | -1.9% | +11.3% | +10.3% |
| 3M | +5.0% | +3.8% | +1.1% | +1.1% |
| 6M | -3.5% | -4.7% | +1.2% | +4.5% |
| All | -3.5% | -5.4% | +1.8% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling