+99.0%
COST vs O
+39.0%
+60.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | +12.8% | +7.1% | +5.7% | +11.0% |
| 3M | +15.2% | -5.2% | +20.4% | +16.5% |
| 6M | +7.4% | -1.8% | +9.2% | +7.9% |
| YTD | +29.0% | +9.1% | +20.0% | +27.0% |
| 1Y | +20.3% | +9.7% | +10.6% | +18.3% |
| 3Y | +99.0% | +39.1% | +59.9% | +88.0% |
| All | +99.0% | +39.0% | +60.0% | +88.0% |
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