+6.4%
SO vs O
+10.9%
-4.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.4% |
| 30D | +7.8% | +9.4% | -1.6% | +1.6% |
| 3M | +2.9% | -2.4% | +5.3% | +4.5% |
| 6M | +2.5% | -1.9% | +4.3% | +3.5% |
| YTD | +10.3% | +10.5% | -0.2% | +4.9% |
| 1Y | +6.4% | +10.0% | -3.6% | +1.2% |
| All | +6.4% | +10.9% | -4.5% | +1.2% |
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