+911.5%
BE vs O
+69.9%
+841.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.1% | +8.0% |
| 7D | +20.0% | -0.7% | +20.7% | +20.7% |
| 30D | +7.9% | -1.9% | +9.8% | +9.7% |
| 3M | -13.2% | +3.8% | -17.1% | -18.5% |
| 6M | +53.5% | -4.7% | +58.2% | +55.8% |
| YTD | +191.0% | +12.5% | +178.5% | +153.3% |
| 1Y | +360.5% | +10.8% | +349.7% | +305.2% |
| 3Y | +1,568.0% | +28.8% | +1,539.2% | +1,138.5% |
| 5Y | +1,055.2% | +13.2% | +1,042.0% | +894.3% |
| All | +911.5% | +69.9% | +841.5% | +582.0% |
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