+887.1%
T vs O
+5,241.4%
-4,354.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +1.0% | +3.7% | -2.7% | 0.0% |
| 30D | -10.6% | +11.2% | -21.8% | -13.3% |
| 3M | -7.7% | -4.0% | -3.8% | -6.6% |
| 6M | -13.3% | -5.2% | -8.1% | -11.9% |
| YTD | -8.8% | +9.5% | -18.2% | -11.1% |
| 1Y | -8.4% | +10.6% | -19.0% | -11.1% |
| 3Y | +59.6% | +38.1% | +21.5% | +44.7% |
| 5Y | +52.1% | +10.2% | +41.9% | +46.3% |
| 10Y | +56.9% | +71.4% | -14.6% | +27.8% |
| All | +887.1% | +5,241.4% | -4,354.2% | +253.9% |
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