+13,550.9%
FAST vs O
+5,283.0%
+8,267.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +0.7% | +4.5% | -3.9% | -1.1% |
| 30D | +4.6% | +10.2% | -5.6% | +0.6% |
| 3M | +6.4% | -3.8% | +10.1% | +7.9% |
| 6M | +20.6% | -3.8% | +24.4% | +22.2% |
| YTD | +34.7% | +10.3% | +24.3% | +29.0% |
| 1Y | +29.7% | +11.9% | +17.8% | +23.4% |
| 3Y | +89.9% | +38.1% | +51.8% | +64.2% |
| 5Y | +105.0% | +11.1% | +93.9% | +92.9% |
| 10Y | +594.2% | +72.7% | +521.4% | +399.9% |
| All | +13,550.9% | +5,283.0% | +8,267.9% | +2,930.7% |
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