+174.6%
B vs O
+5,387.7%
-5,213.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +9.4% | -1.9% | +11.3% | +9.8% |
| 3M | +5.0% | +3.8% | +1.1% | +4.1% |
| 6M | -3.5% | -4.7% | +1.2% | -2.7% |
| YTD | +4.5% | +12.5% | -8.0% | +2.1% |
| 1Y | +67.8% | +10.8% | +56.9% | +64.5% |
| 3Y | +196.7% | +28.8% | +167.9% | +182.8% |
| 5Y | +151.9% | +13.2% | +138.7% | +144.9% |
| 10Y | +202.2% | +53.5% | +148.7% | +170.5% |
| All | +174.6% | +5,387.7% | -5,213.1% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling