+498.8%
MAR vs O
+80.9%
+417.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | +13.8% | +7.1% | +6.7% | +9.8% |
| 3M | +20.3% | -5.2% | +25.5% | +23.4% |
| 6M | +21.3% | -1.8% | +23.1% | +22.0% |
| YTD | +37.2% | +9.1% | +28.1% | +30.4% |
| 1Y | +48.4% | +9.7% | +38.8% | +40.7% |
| 3Y | +120.1% | +39.1% | +81.0% | +79.9% |
| 5Y | +182.1% | +8.4% | +173.7% | +161.3% |
| All | +498.8% | +80.9% | +417.9% | +356.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling