+105.9%
C vs O
+10.1%
+95.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -2.4% | +3.7% | -6.1% | -3.6% |
| 30D | -6.0% | +11.2% | -17.2% | -9.2% |
| 3M | -10.5% | -4.0% | -6.6% | -9.5% |
| 6M | -5.7% | -5.2% | -0.5% | -4.4% |
| YTD | +4.1% | +9.5% | -5.3% | -0.5% |
| 1Y | +20.5% | +10.6% | +9.9% | +14.5% |
| 3Y | +208.1% | +38.1% | +170.0% | +156.2% |
| All | +105.9% | +10.1% | +95.8% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling