+10.4%
O vs M
+25.0%
-14.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.6% | -3.3% | +3.9% | +0.7% |
| 30D | +9.4% | +8.1% | +1.3% | +9.0% |
| 3M | -2.4% | +2.2% | -4.6% | -2.7% |
| 6M | -1.9% | +35.1% | -37.0% | -2.5% |
| YTD | +10.5% | +15.8% | -5.4% | +10.3% |
| All | +10.4% | +25.0% | -14.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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