+58.8%
T vs O
+78.3%
-19.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +2.6% | +3.5% | -1.0% | +1.3% |
| 30D | -1.1% | +10.4% | -11.5% | -4.4% |
| 3M | -7.7% | -2.4% | -5.3% | -6.9% |
| 6M | -10.6% | -1.2% | -9.4% | -10.2% |
| YTD | -7.5% | +10.4% | -17.9% | -10.5% |
| 1Y | -7.4% | +11.4% | -18.9% | -10.8% |
| 3Y | +63.1% | +40.4% | +22.7% | +44.9% |
| 5Y | +55.2% | +12.1% | +43.0% | +47.5% |
| 10Y | +58.8% | +82.7% | -23.9% | +31.0% |
| All | +58.8% | +78.3% | -19.5% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling