+130.7%
C vs O
+13.2%
+117.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +3.6% | -0.7% | +4.4% | +3.9% |
| 30D | +0.1% | -1.9% | +1.9% | +0.6% |
| 3M | +2.4% | +3.8% | -1.4% | +0.8% |
| 6M | +24.9% | -4.7% | +29.7% | +26.6% |
| YTD | +19.8% | +12.5% | +7.3% | +13.7% |
| 1Y | +44.9% | +10.8% | +34.0% | +38.1% |
| 3Y | +263.0% | +28.8% | +234.2% | +216.7% |
| All | +130.7% | +13.2% | +117.5% | +115.5% |
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 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