+1,744.2%
TER vs O
+50.0%
+1,694.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +11.0% | -0.6% | +11.5% | +11.2% |
| 30D | -1.9% | -2.0% | +0.1% | -1.2% |
| 3M | -0.7% | +3.0% | -3.7% | -2.9% |
| 6M | +36.4% | -3.6% | +40.0% | +37.1% |
| YTD | +92.4% | +12.1% | +80.4% | +81.6% |
| 1Y | +213.5% | +8.9% | +204.6% | +198.6% |
| 3Y | +277.2% | +30.3% | +246.9% | +227.0% |
| 5Y | +219.1% | +13.7% | +205.4% | +193.7% |
| 10Y | +1,744.2% | +50.3% | +1,694.0% | +1,442.1% |
| All | +1,744.2% | +50.0% | +1,694.2% | +1,442.1% |
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