+26.2%
U vs O
-6.9%
+33.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.5% |
| 7D | +36.6% | +3.7% | +32.9% | +37.1% |
| 30D | +13.3% | +11.2% | +2.1% | +14.5% |
| 3M | +26.2% | -4.0% | +30.2% | +44.0% |
| All | +26.2% | -6.9% | +33.1% | +44.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling