+341.4%
F vs O
+5,387.7%
-5,046.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +5.3% | -0.7% | +6.1% | +5.7% |
| 30D | +4.6% | -1.9% | +6.5% | +5.5% |
| 3M | -3.7% | +3.8% | -7.5% | -5.6% |
| 6M | +16.8% | -4.7% | +21.6% | +19.0% |
| YTD | +15.3% | +12.5% | +2.8% | +8.6% |
| 1Y | +31.0% | +10.8% | +20.2% | +24.1% |
| 3Y | +45.4% | +28.8% | +16.7% | +27.7% |
| 5Y | +54.7% | +13.2% | +41.5% | +44.6% |
| 10Y | +98.2% | +53.5% | +44.8% | +53.1% |
| All | +341.4% | +5,387.7% | -5,046.3% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling