+63.7%
SE vs O
+39.0%
+24.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | -20.9% | +7.1% | -28.1% | -20.4% |
| 3M | -38.9% | -5.2% | -33.7% | -39.2% |
| 6M | -19.4% | -1.8% | -17.6% | -19.5% |
| YTD | -40.9% | +9.1% | -50.0% | -40.3% |
| 1Y | -46.2% | +9.7% | -55.9% | -45.6% |
| 3Y | +63.7% | +39.1% | +24.6% | +155.9% |
| All | +63.7% | +39.0% | +24.7% | +155.9% |
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