+250.1%
SPOT vs O
+79.9%
+170.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -6.9% | -3.5% | -3.3% | -6.0% |
| 30D | +4.1% | -3.3% | +7.5% | +5.0% |
| 3M | +3.7% | -2.8% | +6.5% | +4.4% |
| 6M | -1.6% | -5.8% | +4.2% | -0.3% |
| YTD | -10.2% | +9.4% | -19.5% | -12.4% |
| 1Y | -25.9% | +5.7% | -31.6% | -27.2% |
| 3Y | +235.6% | +27.2% | +208.3% | +210.2% |
| 5Y | +110.6% | +17.2% | +93.4% | +99.8% |
| All | +250.1% | +79.9% | +170.3% | +231.7% |
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