+14.5%
NET vs O
+8.1%
+6.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | +0.1% |
| 7D | -16.4% | +5.8% | -22.2% | -11.9% |
| 30D | -25.8% | +10.7% | -36.5% | -18.6% |
| 3M | -11.5% | -4.5% | -7.0% | -14.8% |
| 6M | +18.9% | -4.1% | +23.0% | +16.6% |
| YTD | +35.2% | +9.8% | +25.4% | +43.8% |
| 1Y | +14.5% | +11.3% | +3.1% | +18.0% |
| All | +14.5% | +8.1% | +6.3% | +18.0% |
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 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