+257.9%
SPOT vs O
+39.0%
+218.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | +16.9% | +7.1% | +9.8% | +16.7% |
| 3M | +23.0% | -5.2% | +28.2% | +22.5% |
| 6M | +42.2% | -1.8% | +43.9% | +41.9% |
| YTD | +5.5% | +9.1% | -3.6% | +5.7% |
| 1Y | -5.1% | +9.7% | -14.7% | -4.9% |
| 3Y | +257.9% | +39.1% | +218.8% | +246.6% |
| All | +257.9% | +39.0% | +218.9% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling