+196.3%
SO vs O
+82.5%
+113.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | +7.8% | +9.4% | -1.6% | +3.4% |
| 3M | +2.9% | -2.4% | +5.3% | +4.0% |
| 6M | +2.5% | -1.9% | +4.3% | +3.3% |
| YTD | +10.3% | +10.5% | -0.2% | +5.3% |
| 1Y | +6.4% | +10.0% | -3.6% | +1.7% |
| 3Y | +52.8% | +40.5% | +12.3% | +30.1% |
| 5Y | +78.7% | +10.2% | +68.5% | +68.4% |
| 10Y | +196.3% | +82.5% | +113.8% | +124.7% |
| All | +196.3% | +82.5% | +113.8% | +124.7% |
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 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