-9.1%
T vs O
+11.2%
-20.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.5% |
| 7D | -1.3% | -0.7% | -0.5% | -0.9% |
| 30D | +11.4% | -1.9% | +13.2% | +12.4% |
| 3M | +14.3% | +3.8% | +10.4% | +12.9% |
| 6M | -9.3% | -4.7% | -4.5% | -7.3% |
| YTD | +7.1% | +12.5% | -5.4% | +3.1% |
| 1Y | -9.1% | +10.8% | -19.9% | -13.0% |
| All | -9.1% | +11.2% | -20.3% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling