+54.6%
TER vs O
+10.1%
+44.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.8% |
| 7D | -20.5% | +3.7% | -24.2% | -21.4% |
| 30D | -47.0% | +11.2% | -58.2% | -48.9% |
| 3M | -43.3% | -4.0% | -39.3% | -42.6% |
| 6M | -42.9% | -5.2% | -37.7% | -42.4% |
| YTD | +12.9% | +9.5% | +3.4% | +6.4% |
| 1Y | +18.2% | +10.6% | +7.6% | +10.7% |
| 3Y | +151.8% | +38.1% | +113.7% | +98.2% |
| All | +54.6% | +10.1% | +44.4% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling