+16.7%
U vs O
+10.5%
+6.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +24.4% | +3.5% | +20.8% | +27.3% |
| 30D | +7.4% | +10.4% | -3.0% | +15.8% |
| 3M | +16.8% | -2.4% | +19.2% | +14.4% |
| 6M | +78.8% | -1.2% | +80.0% | +78.0% |
| YTD | +14.0% | +10.4% | +3.6% | +27.4% |
| 1Y | +16.7% | +11.4% | +5.3% | +32.8% |
| All | +16.7% | +10.5% | +6.3% | +32.8% |
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