+50.3%
TER vs O
+10.9%
+39.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.3% | +8.3% |
| 7D | +5.9% | +0.6% | +5.3% | +6.4% |
| 30D | -30.8% | +9.4% | -40.2% | -25.9% |
| 3M | -29.9% | -2.4% | -27.6% | -29.4% |
| 6M | -27.5% | -1.9% | -25.6% | -27.0% |
| YTD | +37.5% | +10.5% | +27.0% | +34.2% |
| 1Y | +50.3% | +10.0% | +40.3% | +45.9% |
| All | +50.3% | +10.9% | +39.4% | +45.9% |
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