+1,530.3%
BA vs O
+5,387.7%
-3,857.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +1.2% | -0.7% | +1.9% | +1.5% |
| 30D | -11.6% | -1.9% | -9.7% | -10.9% |
| 3M | -2.4% | +3.8% | -6.2% | -4.3% |
| 6M | -6.6% | -4.7% | -1.9% | -5.0% |
| YTD | -2.2% | +12.5% | -14.7% | -7.6% |
| 1Y | -8.0% | +10.8% | -18.9% | -12.5% |
| 3Y | -5.0% | +28.8% | -33.8% | -17.0% |
| 5Y | -2.7% | +13.2% | -15.9% | -10.0% |
| 10Y | +75.9% | +53.5% | +22.4% | +45.4% |
| All | +1,530.3% | +5,387.7% | -3,857.4% | +325.3% |
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