+192.9%
SO vs O
+82.2%
+110.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | +4.9% | +8.3% | -3.3% | +1.1% |
| 3M | +0.8% | -4.0% | +4.7% | +2.6% |
| 6M | +0.6% | -2.6% | +3.2% | +1.8% |
| YTD | +8.7% | +9.9% | -1.2% | +4.0% |
| 1Y | +4.0% | +9.8% | -5.9% | -0.5% |
| 3Y | +50.6% | +39.7% | +10.8% | +28.5% |
| 5Y | +77.5% | +9.2% | +68.3% | +68.0% |
| All | +192.9% | +82.2% | +110.7% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling