+77.0%
SO vs O
+10.1%
+66.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -1.5% | +3.7% | -5.2% | -3.5% |
| 30D | +8.1% | +11.2% | -3.1% | +1.9% |
| 3M | +0.2% | -4.0% | +4.2% | +2.4% |
| 6M | +0.4% | -5.2% | +5.6% | +3.3% |
| YTD | +8.5% | +9.5% | -1.0% | +3.2% |
| 1Y | +4.9% | +10.6% | -5.7% | -0.7% |
| 3Y | +47.9% | +38.1% | +9.8% | +22.9% |
| All | +77.0% | +10.1% | +66.9% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling