-53.8%
TEAM vs O
+14.8%
-68.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.7% |
| 7D | -5.7% | -0.6% | -5.1% | -5.4% |
| 30D | +18.3% | -2.0% | +20.3% | +19.6% |
| 3M | +80.2% | +3.0% | +77.2% | +77.8% |
| 6M | +111.0% | -3.6% | +114.6% | +113.9% |
| YTD | +8.8% | +12.1% | -3.2% | -1.3% |
| 1Y | +2.2% | +8.9% | -6.7% | -5.5% |
| 3Y | -14.6% | +30.3% | -44.9% | -34.1% |
| 5Y | -53.8% | +13.7% | -67.5% | -59.2% |
| All | -53.8% | +14.8% | -68.6% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling