+5,165.5%
TER vs O
+5,387.7%
-222.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +0.6% | -0.7% | +1.4% | +1.0% |
| 30D | -8.3% | -1.9% | -6.4% | -7.5% |
| 3M | -12.2% | +3.8% | -16.1% | -15.1% |
| 6M | +17.1% | -4.7% | +21.8% | +18.4% |
| YTD | +84.7% | +12.5% | +72.2% | +71.8% |
| 1Y | +199.9% | +10.8% | +189.1% | +180.2% |
| 3Y | +232.8% | +28.8% | +204.0% | +182.7% |
| 5Y | +198.6% | +13.2% | +185.4% | +170.2% |
| 10Y | +1,669.7% | +53.5% | +1,616.3% | +1,158.2% |
| All | +5,165.5% | +5,387.7% | -222.2% | +541.6% |
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