+265.0%
C vs O
+28.8%
+236.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +3.6% | -0.7% | +4.4% | +3.7% |
| 30D | +0.1% | -1.9% | +1.9% | +0.3% |
| 3M | +2.4% | +3.8% | -1.4% | +1.5% |
| 6M | +24.9% | -4.7% | +29.7% | +25.9% |
| YTD | +19.8% | +12.5% | +7.3% | +15.9% |
| 1Y | +44.9% | +10.8% | +34.0% | +40.6% |
| All | +265.0% | +28.8% | +236.2% | +229.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling