+278.3%
F vs O
+5,283.0%
-5,004.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +1.4% | +4.5% | -3.1% | -0.7% |
| 30D | +2.0% | +10.2% | -8.2% | -2.5% |
| 3M | -10.4% | -3.8% | -6.6% | -8.8% |
| 6M | +9.7% | -3.8% | +13.6% | +11.3% |
| YTD | -1.2% | +10.3% | -11.5% | -6.1% |
| 1Y | 0.0% | +11.9% | -11.8% | -5.6% |
| 3Y | +41.1% | +38.1% | +3.0% | +20.0% |
| 5Y | -11.4% | +11.1% | -22.5% | -16.3% |
| 10Y | +85.0% | +72.7% | +12.2% | +36.0% |
| All | +278.3% | +5,283.0% | -5,004.7% | -9.4% |
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