-48.8%
SE vs O
+8.1%
-56.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.5% | +4.7% |
| 7D | +6.7% | +5.8% | +0.8% | +7.4% |
| 30D | -17.2% | +10.7% | -27.9% | -16.0% |
| 3M | -28.0% | -4.5% | -23.5% | -28.8% |
| 6M | -6.1% | -4.1% | -2.0% | -6.2% |
| YTD | -37.1% | +9.8% | -47.0% | -35.4% |
| 1Y | -48.8% | +11.3% | -60.1% | -47.0% |
| All | -48.8% | +8.1% | -56.9% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling