+597.0%
SE vs O
+71.8%
+525.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -0.1% | -2.0% | +1.9% | +0.7% |
| 3M | +34.1% | +3.0% | +31.1% | +32.0% |
| 6M | +23.2% | -3.6% | +26.9% | +24.5% |
| YTD | -11.2% | +12.1% | -23.2% | -16.0% |
| 1Y | -40.5% | +8.9% | -49.4% | -43.2% |
| 3Y | +196.3% | +30.3% | +166.0% | +155.0% |
| 5Y | -67.0% | +13.7% | -80.7% | -69.2% |
| All | +597.0% | +71.8% | +525.2% | +376.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling