+199.9%
TER vs O
+11.2%
+188.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.1% |
| 7D | +0.6% | -0.7% | +1.4% | +0.2% |
| 30D | -8.3% | -1.9% | -6.4% | -9.2% |
| 3M | -12.2% | +3.8% | -16.1% | -13.6% |
| 6M | +17.1% | -4.7% | +21.8% | +17.1% |
| YTD | +84.7% | +12.5% | +72.2% | +88.9% |
| 1Y | +199.9% | +10.8% | +189.1% | +211.7% |
| All | +199.9% | +11.2% | +188.7% | +211.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling