+67.3%
F vs O
+80.9%
-13.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | 0.0% | +7.1% | -7.1% | -3.6% |
| 3M | -13.2% | -5.2% | -8.0% | -10.7% |
| 6M | -10.2% | -1.8% | -8.4% | -9.7% |
| YTD | -4.9% | +9.1% | -14.0% | -10.0% |
| 1Y | -6.1% | +9.7% | -15.8% | -11.5% |
| 3Y | +46.0% | +39.1% | +6.8% | +19.5% |
| 5Y | -15.7% | +8.4% | -24.1% | -20.6% |
| All | +67.3% | +80.9% | -13.5% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling