+2,025.5%
STM vs O
+5,246.8%
-3,221.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | +16.3% | -0.4% | +16.7% | +16.5% |
| 30D | -6.3% | +8.3% | -14.6% | -9.9% |
| 3M | -14.1% | -4.0% | -10.1% | -13.0% |
| 6M | -19.6% | -2.6% | -16.9% | -19.7% |
| YTD | +80.1% | +9.9% | +70.2% | +69.7% |
| 1Y | +95.4% | +9.8% | +85.5% | +84.1% |
| 3Y | +14.7% | +39.7% | -25.0% | -4.6% |
| 5Y | -5.4% | +9.2% | -14.6% | -11.8% |
| 10Y | +465.5% | +81.5% | +384.0% | +295.3% |
| All | +2,025.5% | +5,246.8% | -3,221.3% | +351.9% |
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