-9.3%
T vs O
-5.4%
-3.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.5% |
| 7D | -1.3% | -0.7% | -0.5% | -0.8% |
| 30D | +11.4% | -1.9% | +13.2% | +12.6% |
| 3M | +14.3% | +3.8% | +10.4% | +13.1% |
| 6M | -9.3% | -4.7% | -4.5% | -9.7% |
| All | -9.3% | -5.4% | -3.9% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling