+1.2%
SO vs O
+9.0%
-7.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +1.0% | -0.6% | +1.6% | +1.4% |
| 30D | -3.2% | -2.0% | -1.2% | -2.1% |
| 3M | -1.7% | +3.0% | -4.7% | -3.2% |
| 6M | -7.2% | -3.6% | -3.5% | -5.7% |
| YTD | +4.6% | +12.1% | -7.5% | +0.7% |
| 1Y | +1.2% | +8.9% | -7.7% | -1.5% |
| All | +1.2% | +9.0% | -7.8% | -1.5% |
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 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