-10.6%
BA vs O
+10.9%
-21.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | -7.9% | +9.4% | -17.3% | -9.2% |
| 3M | -25.2% | -2.4% | -22.8% | -24.8% |
| 6M | -26.7% | -1.9% | -24.9% | -26.7% |
| YTD | -19.6% | +10.5% | -30.1% | -22.3% |
| 1Y | -10.6% | +10.0% | -20.6% | -13.8% |
| All | -10.6% | +10.9% | -21.5% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling