+148.9%
B vs O
+5,241.4%
-5,092.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +9.6% | +3.7% | +5.9% | +8.9% |
| 30D | +3.5% | +11.2% | -7.7% | +1.5% |
| 3M | -1.6% | -4.0% | +2.4% | -0.8% |
| 6M | -1.7% | -5.2% | +3.6% | -0.8% |
| YTD | -5.3% | +9.5% | -14.8% | -7.0% |
| 1Y | +27.2% | +10.6% | +16.6% | +24.7% |
| 3Y | +166.1% | +38.1% | +128.0% | +150.8% |
| 5Y | +136.5% | +10.2% | +126.3% | +131.0% |
| 10Y | +172.2% | +71.4% | +100.8% | +139.5% |
| All | +148.9% | +5,241.4% | -5,092.5% | +45.5% |
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 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