+291.9%
C vs O
+51.2%
+240.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +3.6% | -0.7% | +4.4% | +4.0% |
| 30D | +0.1% | -1.9% | +1.9% | +1.0% |
| 3M | +2.4% | +3.8% | -1.4% | 0.0% |
| 6M | +24.9% | -4.7% | +29.7% | +27.2% |
| YTD | +19.8% | +12.5% | +7.3% | +11.4% |
| 1Y | +44.9% | +10.8% | +34.0% | +35.5% |
| 3Y | +263.0% | +28.8% | +234.2% | +205.8% |
| 5Y | +129.5% | +13.2% | +116.3% | +105.6% |
| All | +291.9% | +51.2% | +240.6% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling