+365.7%
SE vs O
+67.9%
+297.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.0% | +3.7% | -1.7% | +0.5% |
| 30D | -20.0% | +11.2% | -31.2% | -23.4% |
| 3M | -31.8% | -4.0% | -27.8% | -30.7% |
| 6M | -15.9% | -5.2% | -10.6% | -14.5% |
| YTD | -40.6% | +9.5% | -50.1% | -43.4% |
| 1Y | -50.7% | +10.6% | -61.3% | -53.2% |
| 3Y | +70.3% | +38.1% | +32.2% | +42.4% |
| 5Y | -78.8% | +10.2% | -89.1% | -80.0% |
| All | +365.7% | +67.9% | +297.9% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling