+46.7%
C vs O
+9.4%
+37.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.4% |
| 7D | +3.6% | -0.7% | +4.4% | +3.5% |
| 30D | +0.1% | -1.9% | +1.9% | -0.1% |
| 3M | +2.4% | +3.8% | -1.4% | +2.3% |
| 6M | +24.9% | -4.7% | +29.7% | +25.0% |
| YTD | +19.8% | +12.5% | +7.3% | +15.0% |
| All | +46.7% | +9.4% | +37.2% | +42.5% |
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 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