+57.4%
MAR vs O
+8.1%
+49.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.0% |
| 7D | +7.7% | +5.8% | +1.9% | +5.6% |
| 30D | +19.4% | +10.7% | +8.7% | +15.1% |
| 3M | +23.3% | -4.5% | +27.8% | +25.4% |
| 6M | +22.8% | -4.1% | +27.0% | +25.0% |
| YTD | +37.8% | +9.8% | +28.0% | +30.1% |
| 1Y | +57.4% | +11.3% | +46.1% | +47.8% |
| All | +57.4% | +8.1% | +49.2% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling