-85.6%
SMR vs O
+8.1%
-93.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -3.1% |
| 7D | -9.5% | +5.8% | -15.3% | -7.2% |
| 30D | -33.2% | +10.7% | -43.9% | -30.1% |
| 3M | -45.9% | -4.5% | -41.4% | -47.7% |
| 6M | -57.9% | -4.1% | -53.8% | -58.4% |
| YTD | -63.8% | +9.8% | -73.6% | -68.9% |
| 1Y | -85.6% | +11.3% | -96.9% | -88.8% |
| All | -85.6% | +8.1% | -93.7% | -88.8% |
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