-20.6%
BA vs O
+12.4%
-33.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | 0.0% | +3.5% | -3.5% | -1.4% |
| 30D | -8.9% | +10.4% | -19.3% | -12.6% |
| 3M | -25.5% | -2.4% | -23.1% | -24.8% |
| 6M | -27.0% | -1.2% | -25.7% | -26.9% |
| YTD | -20.1% | +10.4% | -30.5% | -24.1% |
| 1Y | -11.0% | +11.4% | -22.4% | -15.9% |
| 3Y | -11.8% | +40.4% | -52.2% | -29.6% |
| 5Y | -20.6% | +12.1% | -32.8% | -26.7% |
| All | -20.6% | +12.4% | -33.1% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling