+112.4%
C vs O
+9.8%
+102.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +4.7% | -0.4% | +5.1% | +4.9% |
| 30D | +0.2% | +8.3% | -8.1% | -2.4% |
| 3M | -9.3% | -4.0% | -5.4% | -8.2% |
| 6M | -0.8% | -2.6% | +1.8% | -0.4% |
| YTD | +8.5% | +9.9% | -1.4% | +3.5% |
| 1Y | +23.1% | +9.8% | +13.3% | +17.4% |
| 3Y | +220.8% | +39.7% | +181.0% | +165.4% |
| 5Y | +112.4% | +9.2% | +103.2% | +98.9% |
| All | +112.4% | +9.8% | +102.6% | +98.9% |
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