+1,225.0%
BA vs O
+5,283.0%
-4,058.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -0.1% | +4.5% | -4.6% | -2.0% |
| 30D | -9.1% | +10.2% | -19.3% | -12.9% |
| 3M | -28.2% | -3.8% | -24.4% | -27.1% |
| 6M | -23.1% | -3.8% | -19.3% | -22.2% |
| YTD | -20.6% | +10.3% | -30.9% | -24.3% |
| 1Y | -12.7% | +11.9% | -24.6% | -17.4% |
| 3Y | -11.6% | +38.1% | -49.7% | -25.0% |
| 5Y | -23.1% | +11.1% | -34.2% | -28.3% |
| 10Y | +34.4% | +72.7% | -38.4% | +6.8% |
| All | +1,225.0% | +5,283.0% | -4,058.0% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling