+31.8%
BA vs O
+69.5%
-37.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +1.1% | +3.7% | -2.6% | -1.3% |
| 30D | -7.9% | +11.2% | -19.1% | -14.2% |
| 3M | -25.3% | -4.0% | -21.3% | -23.5% |
| 6M | -24.6% | -5.2% | -19.3% | -22.5% |
| YTD | -20.1% | +9.5% | -29.6% | -25.7% |
| 1Y | -11.8% | +10.6% | -22.4% | -18.6% |
| 3Y | -10.1% | +38.1% | -48.2% | -31.8% |
| 5Y | -22.7% | +10.2% | -33.0% | -31.3% |
| All | +31.8% | +69.5% | -37.8% | +2.6% |
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