+72.2%
SPY vs O
+11.2%
+61.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +0.1% | +3.3% | -3.3% | -0.9% |
| 30D | -3.3% | +10.3% | -13.7% | -6.3% |
| 3M | -2.4% | -3.5% | +1.0% | -1.4% |
| 6M | +2.6% | -1.3% | +3.8% | +2.6% |
| YTD | +11.2% | +10.3% | +0.9% | +6.5% |
| 1Y | +13.4% | +10.4% | +3.0% | +8.5% |
| 3Y | +79.9% | +40.0% | +39.9% | +51.3% |
| 5Y | +72.2% | +12.4% | +59.8% | +62.9% |
| All | +72.2% | +11.2% | +61.0% | +62.9% |
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