-48.1%
SMR vs O
+15.0%
-63.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -2.8% | +3.5% | -6.3% | -4.2% |
| 30D | -27.5% | +10.4% | -37.9% | -30.4% |
| 3M | -43.1% | -2.4% | -40.7% | -42.7% |
| 6M | -58.4% | -1.2% | -57.2% | -58.8% |
| YTD | -63.2% | +10.4% | -73.6% | -65.8% |
| 1Y | -81.6% | +11.4% | -93.1% | -83.0% |
| 3Y | +149.8% | +40.4% | +109.4% | +89.9% |
| All | -48.1% | +15.0% | -63.1% | -56.7% |
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