+186.3%
SE vs O
+31.6%
+154.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.0% |
| 7D | -6.1% | -0.7% | -5.3% | -6.2% |
| 30D | -2.5% | -1.9% | -0.6% | -2.6% |
| 3M | +21.7% | +3.8% | +17.9% | +22.0% |
| 6M | +27.0% | -4.7% | +31.7% | +26.8% |
| YTD | -12.1% | +12.5% | -24.6% | -11.2% |
| 1Y | -40.9% | +10.8% | -51.7% | -40.3% |
| All | +186.3% | +31.6% | +154.7% | +235.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling