+264.0%
SPOT vs O
+84.9%
+179.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | +12.5% | -1.9% | +14.4% | +13.0% |
| 3M | +9.9% | +3.8% | +6.1% | +8.9% |
| 6M | +1.6% | -4.7% | +6.3% | +2.6% |
| YTD | -6.6% | +12.5% | -19.1% | -9.5% |
| 1Y | -22.9% | +10.8% | -33.8% | -25.2% |
| 3Y | +244.3% | +28.8% | +215.5% | +217.5% |
| 5Y | +117.8% | +13.2% | +104.6% | +107.8% |
| All | +264.0% | +84.9% | +179.1% | +242.5% |
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 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