+2,285.7%
STM vs O
+5,373.0%
-3,087.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +5.8% | -0.7% | +6.5% | +6.1% |
| 30D | -1.0% | -1.9% | +0.9% | -0.2% |
| 3M | -33.3% | +3.8% | -37.1% | -35.0% |
| 6M | +57.4% | -4.7% | +62.1% | +59.4% |
| YTD | +102.2% | +12.5% | +89.7% | +89.3% |
| 1Y | +99.6% | +10.8% | +88.8% | +88.1% |
| 3Y | +14.5% | +28.8% | -14.3% | -0.6% |
| 5Y | +21.4% | +13.2% | +8.2% | +11.6% |
| 10Y | +695.0% | +53.5% | +641.5% | +500.0% |
| All | +2,285.7% | +5,373.0% | -3,087.2% | +404.0% |
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