+3,528.0%
TER vs O
+5,283.0%
-1,755.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +12.0% | +12.4% |
| 7D | -5.8% | +3.3% | -9.1% | -7.4% |
| 30D | -38.9% | +10.3% | -49.3% | -42.1% |
| 3M | -35.1% | -3.5% | -31.7% | -34.5% |
| 6M | -31.6% | -1.3% | -30.3% | -32.6% |
| YTD | +27.2% | +10.3% | +16.9% | +18.7% |
| 1Y | +35.2% | +10.4% | +24.8% | +25.9% |
| 3Y | +192.8% | +40.0% | +152.8% | +137.3% |
| 5Y | +72.4% | +12.4% | +60.1% | +56.0% |
| 10Y | +1,001.8% | +78.2% | +923.6% | +622.4% |
| All | +3,528.0% | +5,283.0% | -1,755.0% | +343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling