+1,006.2%
TER vs O
+78.3%
+927.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -8.9% | +3.5% | -12.4% | -10.1% |
| 30D | -39.1% | +10.4% | -49.5% | -41.5% |
| 3M | -32.8% | -2.4% | -30.3% | -32.5% |
| 6M | -31.7% | -1.2% | -30.5% | -32.5% |
| YTD | +26.9% | +10.4% | +16.5% | +19.8% |
| 1Y | +33.6% | +11.4% | +22.1% | +25.5% |
| 3Y | +181.5% | +40.4% | +141.1% | +134.6% |
| 5Y | +76.1% | +12.1% | +64.0% | +62.4% |
| 10Y | +1,006.2% | +82.7% | +923.5% | +760.3% |
| All | +1,006.2% | +78.3% | +927.9% | +760.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling