+69.4%
F vs O
+82.4%
-12.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +1.0% | +3.5% | -2.6% | -0.9% |
| 30D | +2.1% | +10.4% | -8.3% | -3.2% |
| 3M | -10.3% | -2.4% | -7.8% | -9.1% |
| 6M | +3.3% | -1.2% | +4.5% | +3.4% |
| YTD | -2.0% | +10.4% | -12.4% | -7.9% |
| 1Y | -2.3% | +11.4% | -13.7% | -8.7% |
| 3Y | +49.9% | +40.4% | +9.5% | +22.1% |
| 5Y | -12.5% | +12.1% | -24.6% | -19.0% |
| All | +69.4% | +82.4% | -12.9% | +33.7% |
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