+79.9%
SPY vs O
+36.9%
+43.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | +0.1% | +3.3% | -3.3% | -0.3% |
| 30D | -3.3% | +10.3% | -13.7% | -4.4% |
| 3M | -2.4% | -3.5% | +1.0% | -2.0% |
| 6M | +2.6% | -1.3% | +3.8% | +2.6% |
| YTD | +11.2% | +10.3% | +0.9% | +9.1% |
| 1Y | +13.4% | +10.4% | +3.0% | +11.1% |
| 3Y | +79.9% | +40.0% | +39.9% | +66.7% |
| All | +79.9% | +36.9% | +43.0% | +66.7% |
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 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