-68.0%
U vs O
+14.8%
-82.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | +4.5% | -0.6% | +5.0% | +4.9% |
| 30D | -0.6% | -2.0% | +1.4% | +0.9% |
| 3M | +48.4% | +3.0% | +45.4% | +43.8% |
| 6M | +115.4% | -3.6% | +119.0% | +118.9% |
| YTD | -3.2% | +12.1% | -15.3% | -15.6% |
| 1Y | -6.0% | +8.9% | -14.9% | -16.2% |
| 3Y | +13.5% | +30.3% | -16.9% | -19.4% |
| 5Y | -68.0% | +13.7% | -81.7% | -73.4% |
| All | -68.0% | +14.8% | -82.8% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling