+9.7%
O vs FIVE
+62.4%
-52.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.4% | +2.7% | -3.0% | -0.6% |
| 30D | +7.1% | +12.7% | -5.5% | +6.3% |
| 3M | -5.2% | +2.1% | -7.3% | -5.5% |
| 6M | -1.8% | +17.5% | -19.2% | -2.9% |
| YTD | +9.1% | +31.0% | -21.9% | +7.4% |
| 1Y | +9.7% | +67.7% | -58.1% | +5.2% |
| All | +9.7% | +62.4% | -52.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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