+186.8%
SO vs O
+69.9%
+116.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.0% |
| 7D | -1.1% | +3.3% | -4.4% | -2.6% |
| 30D | +8.6% | +10.3% | -1.8% | +3.7% |
| 3M | +1.8% | -3.5% | +5.2% | +3.4% |
| 6M | +3.6% | -1.3% | +4.9% | +4.2% |
| YTD | +9.9% | +10.3% | -0.4% | +5.0% |
| 1Y | +5.7% | +10.4% | -4.7% | +0.9% |
| 3Y | +52.5% | +40.0% | +12.5% | +30.0% |
| 5Y | +77.3% | +12.4% | +65.0% | +65.7% |
| 10Y | +186.8% | +78.2% | +108.6% | +117.5% |
| All | +186.8% | +69.9% | +116.9% | +117.5% |
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