+995.4%
TER vs O
+80.9%
+914.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.1% |
| 7D | +14.4% | -0.4% | +14.7% | +14.6% |
| 30D | -30.6% | +7.1% | -37.7% | -32.6% |
| 3M | -39.2% | -5.2% | -34.0% | -38.2% |
| 6M | -31.3% | -1.8% | -29.5% | -31.9% |
| YTD | +29.1% | +9.1% | +20.0% | +22.4% |
| 1Y | +47.4% | +9.7% | +37.8% | +39.4% |
| 3Y | +191.2% | +39.1% | +152.1% | +143.4% |
| 5Y | +74.0% | +8.4% | +65.6% | +62.6% |
| All | +995.4% | +80.9% | +914.6% | +766.0% |
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 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