-15.8%
F vs O
+10.1%
-26.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +1.6% | +3.7% | -2.2% | -0.8% |
| 30D | +2.6% | +11.2% | -8.6% | -4.3% |
| 3M | -8.8% | -4.0% | -4.8% | -6.4% |
| 6M | +4.6% | -5.2% | +9.9% | +7.8% |
| YTD | -1.9% | +9.5% | -11.4% | -9.2% |
| 1Y | -0.8% | +10.6% | -11.4% | -8.9% |
| 3Y | +43.5% | +38.1% | +5.4% | +7.1% |
| All | -15.8% | +10.1% | -26.0% | -22.5% |
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