+389.6%
BE vs O
+7.4%
+382.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -3.6% |
| 7D | +23.9% | -2.3% | +26.2% | +22.4% |
| 30D | +27.8% | -2.4% | +30.3% | +26.1% |
| 3M | +3.7% | -0.6% | +4.3% | +0.5% |
| 6M | +78.0% | -5.0% | +82.9% | +75.7% |
| YTD | +209.9% | +10.4% | +199.5% | +174.0% |
| 1Y | +389.6% | +6.6% | +383.0% | +322.4% |
| All | +389.6% | +7.4% | +382.2% | +322.4% |
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