+11.3%
O vs EXC
+1.0%
+10.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.3% |
| 7D | +5.8% | +3.3% | +2.5% | +4.3% |
| 30D | +10.7% | +13.3% | -2.6% | +4.8% |
| 3M | -4.5% | +1.8% | -6.3% | -5.5% |
| 6M | -4.1% | +1.1% | -5.2% | -5.0% |
| YTD | +9.8% | +9.0% | +0.8% | +7.0% |
| 1Y | +11.3% | +3.4% | +8.0% | +9.8% |
| All | +11.3% | +1.0% | +10.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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