+23.4%
BA vs O
+82.2%
-58.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -0.6% | -0.4% | -0.1% | -0.3% |
| 30D | -8.0% | +8.3% | -16.3% | -12.8% |
| 3M | -25.8% | -4.0% | -21.8% | -23.9% |
| 6M | -27.6% | -2.6% | -24.9% | -26.9% |
| YTD | -21.0% | +9.9% | -30.9% | -26.8% |
| 1Y | -12.3% | +9.8% | -22.1% | -18.7% |
| 3Y | -12.8% | +39.7% | -52.5% | -34.5% |
| 5Y | -22.4% | +9.2% | -31.5% | -30.5% |
| All | +23.4% | +82.2% | -58.8% | -6.1% |
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