+208.8%
C vs O
+78.3%
+130.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.4% | +3.5% | -3.9% | -2.2% |
| 30D | -5.2% | +10.4% | -15.6% | -10.0% |
| 3M | -9.1% | -2.4% | -6.6% | -8.1% |
| 6M | -1.6% | -1.2% | -0.4% | -1.6% |
| YTD | +6.9% | +10.4% | -3.5% | 0.0% |
| 1Y | +23.0% | +11.4% | +11.5% | +14.4% |
| 3Y | +216.1% | +40.4% | +175.8% | +151.7% |
| 5Y | +112.2% | +12.1% | +100.1% | +90.4% |
| 10Y | +208.8% | +82.7% | +126.1% | +157.5% |
| All | +208.8% | +78.3% | +130.5% | +157.5% |
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