+16.0%
O vs SU
+348.9%
-332.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.9% | +2.2% | -5.1% | -3.0% |
| 30D | -4.5% | +8.4% | -13.0% | -5.2% |
| 3M | -2.6% | +12.1% | -14.7% | -3.7% |
| 6M | -5.6% | +19.7% | -25.3% | -7.4% |
| YTD | +9.3% | +58.4% | -49.1% | +4.4% |
| 1Y | +4.3% | +67.2% | -62.9% | -0.8% |
| 3Y | +27.4% | +125.0% | -97.6% | +16.5% |
| All | +16.0% | +348.9% | -332.9% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling