+3,392.6%
SO vs O
+5,241.4%
-1,848.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -1.5% | +3.7% | -5.2% | -2.4% |
| 30D | +8.1% | +11.2% | -3.1% | +5.1% |
| 3M | +0.2% | -4.0% | +4.2% | +1.3% |
| 6M | +0.4% | -5.2% | +5.6% | +1.8% |
| YTD | +8.5% | +9.5% | -1.0% | +6.0% |
| 1Y | +4.9% | +10.6% | -5.7% | +2.2% |
| 3Y | +47.9% | +38.1% | +9.8% | +35.8% |
| 5Y | +75.7% | +10.2% | +65.5% | +70.5% |
| 10Y | +178.0% | +71.4% | +106.6% | +139.9% |
| All | +3,392.6% | +5,241.4% | -1,848.7% | +1,799.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling