+311.2%
SPY vs O
+54.2%
+257.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.0% | -3.5% | +1.5% | -0.8% |
| 30D | -1.7% | -3.3% | +1.7% | -0.5% |
| 3M | +4.7% | -2.8% | +7.6% | +5.5% |
| 6M | +12.5% | -5.8% | +18.3% | +14.4% |
| YTD | +11.7% | +9.4% | +2.3% | +7.7% |
| 1Y | +17.5% | +5.7% | +11.8% | +14.5% |
| 3Y | +76.6% | +27.2% | +49.3% | +58.8% |
| 5Y | +82.0% | +17.2% | +64.8% | +68.3% |
| All | +311.2% | +54.2% | +257.0% | +249.0% |
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