+304.8%
SPY vs O
+78.3%
+226.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -0.6% | +3.5% | -4.1% | -1.8% |
| 30D | -3.7% | +10.4% | -14.1% | -7.0% |
| 3M | -2.7% | -2.4% | -0.3% | -2.1% |
| 6M | +2.2% | -1.2% | +3.4% | +2.2% |
| YTD | +10.8% | +10.4% | +0.4% | +6.3% |
| 1Y | +11.2% | +11.4% | -0.2% | +6.3% |
| 3Y | +76.5% | +40.4% | +36.1% | +52.8% |
| 5Y | +72.9% | +12.1% | +60.8% | +62.2% |
| 10Y | +304.8% | +82.7% | +222.1% | +232.1% |
| All | +304.8% | +78.3% | +226.5% | +232.1% |
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