+1,058.8%
T vs O
+5,387.7%
-4,328.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.7% |
| 7D | -1.3% | -0.7% | -0.5% | -1.0% |
| 30D | +11.4% | -1.9% | +13.2% | +12.0% |
| 3M | +14.3% | +3.8% | +10.4% | +13.1% |
| 6M | -9.3% | -4.7% | -4.5% | -8.0% |
| YTD | +7.1% | +12.5% | -5.4% | +3.5% |
| 1Y | -9.1% | +10.8% | -19.9% | -11.8% |
| 3Y | +105.3% | +28.8% | +76.6% | +89.6% |
| 5Y | +66.8% | +13.2% | +53.6% | +59.1% |
| 10Y | +66.8% | +53.5% | +13.3% | +39.9% |
| All | +1,058.8% | +5,387.7% | -4,328.9% | +312.0% |
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 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