+81.7%
SPY vs O
+12.6%
+69.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.4% | -2.3% | +1.9% | +0.4% |
| 30D | -1.4% | -2.4% | +1.1% | -0.6% |
| 3M | +3.7% | -0.6% | +4.3% | +3.6% |
| 6M | +13.0% | -5.0% | +18.0% | +14.6% |
| YTD | +12.4% | +10.4% | +2.0% | +7.7% |
| 1Y | +18.5% | +6.6% | +12.0% | +15.0% |
| 3Y | +77.6% | +28.4% | +49.2% | +57.0% |
| 5Y | +81.7% | +15.3% | +66.4% | +70.3% |
| All | +81.7% | +12.6% | +69.1% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling