+67.0%
MAR vs O
+28.0%
+39.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -0.5% | -2.3% | +1.8% | 0.0% |
| 30D | -4.7% | -2.4% | -2.2% | -4.1% |
| 3M | -15.6% | -0.6% | -15.0% | -15.5% |
| 6M | +1.2% | -5.0% | +6.2% | +2.3% |
| YTD | +7.5% | +10.4% | -2.9% | +5.3% |
| 1Y | +26.6% | +6.6% | +20.1% | +24.8% |
| All | +67.0% | +28.0% | +39.0% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling