+12,634.8%
FAST vs O
+5,387.7%
+7,247.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.1% |
| 7D | -0.4% | -0.7% | +0.4% | -0.1% |
| 30D | -0.8% | -1.9% | +1.1% | -0.1% |
| 3M | +5.8% | +3.8% | +1.9% | +4.0% |
| 6M | +8.0% | -4.7% | +12.7% | +9.9% |
| YTD | +25.6% | +12.5% | +13.2% | +19.5% |
| 1Y | +0.8% | +10.8% | -10.0% | -3.7% |
| 3Y | +86.1% | +28.8% | +57.3% | +65.2% |
| 5Y | +100.2% | +13.2% | +87.0% | +86.9% |
| 10Y | +494.2% | +53.5% | +440.7% | +350.1% |
| All | +12,634.8% | +5,387.7% | +7,247.0% | +2,708.0% |
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