+23.3%
BA vs O
+80.9%
-57.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -7.1% | +7.1% | -14.3% | -11.4% |
| 3M | -25.5% | -5.2% | -20.3% | -23.0% |
| 6M | -28.7% | -1.8% | -26.9% | -28.5% |
| YTD | -21.0% | +9.1% | -30.1% | -26.4% |
| 1Y | -11.9% | +9.7% | -21.5% | -18.3% |
| 3Y | -16.2% | +39.1% | -55.3% | -36.9% |
| 5Y | -22.4% | +8.4% | -30.7% | -30.2% |
| All | +23.3% | +80.9% | -57.5% | -5.6% |
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