+3.7%
PM vs O
-5.4%
+9.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.3% |
| 7D | -4.9% | -0.7% | -4.1% | -4.3% |
| 30D | -3.4% | -1.9% | -1.5% | -1.9% |
| 3M | +5.2% | +3.8% | +1.3% | +3.4% |
| 6M | +3.7% | -4.7% | +8.5% | +6.0% |
| All | +3.7% | -5.4% | +9.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 6mo: compounded portfolio wealth divided by compounded O 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…
6mo analysis · Full analysis span regression · 6 months rolling