+2,711.0%
SPY vs O
+5,283.0%
-2,572.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +0.1% | +3.3% | -3.3% | -1.1% |
| 30D | -3.3% | +10.3% | -13.7% | -6.6% |
| 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% | +6.8% |
| 1Y | +13.4% | +10.4% | +3.0% | +8.7% |
| 3Y | +79.9% | +40.0% | +39.9% | +56.9% |
| 5Y | +72.2% | +12.4% | +59.8% | +61.6% |
| 10Y | +307.3% | +78.2% | +229.1% | +209.0% |
| All | +2,711.0% | +5,283.0% | -2,572.0% | +710.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling