-37.8%
U vs O
+33.0%
-70.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.4% |
| 7D | +4.4% | -2.3% | +6.6% | +5.8% |
| 30D | -1.3% | -2.4% | +1.2% | +0.2% |
| 3M | +49.6% | -0.6% | +50.2% | +49.1% |
| 6M | +100.2% | -5.0% | +105.2% | +104.6% |
| YTD | -3.7% | +10.4% | -14.1% | -12.6% |
| 1Y | -6.5% | +6.6% | -13.1% | -13.2% |
| 3Y | +12.9% | +28.4% | -15.5% | -11.6% |
| 5Y | -68.3% | +15.3% | -83.6% | -72.2% |
| All | -37.8% | +33.0% | -70.8% | -41.2% |
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 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