+27.6%
O vs SU
+120.3%
-92.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.5% | +1.7% | -5.2% | -3.6% |
| 30D | -3.3% | +9.6% | -13.0% | -3.7% |
| 3M | -2.8% | +11.7% | -14.6% | -3.4% |
| 6M | -5.8% | +21.9% | -27.7% | -6.9% |
| YTD | +9.4% | +58.6% | -49.2% | +6.5% |
| 1Y | +5.7% | +66.5% | -60.9% | +2.6% |
| All | +27.6% | +120.3% | -92.7% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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