+53.9%
F vs O
+13.2%
+40.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +5.3% | -0.7% | +6.1% | +5.8% |
| 30D | +4.6% | -1.9% | +6.5% | +5.8% |
| 3M | -3.7% | +3.8% | -7.5% | -6.5% |
| 6M | +16.8% | -4.7% | +21.6% | +19.9% |
| YTD | +15.3% | +12.5% | +2.8% | +5.3% |
| 1Y | +31.0% | +10.8% | +20.2% | +20.6% |
| 3Y | +45.4% | +28.8% | +16.7% | +17.4% |
| All | +53.9% | +13.2% | +40.8% | +40.2% |
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 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