-39.0%
U vs O
+35.5%
-74.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -3.8% | -0.7% | -3.1% | -3.4% |
| 30D | +17.5% | -1.9% | +19.3% | +18.7% |
| 3M | +38.7% | +3.8% | +34.9% | +34.6% |
| 6M | +104.4% | -4.7% | +109.2% | +108.7% |
| YTD | -5.7% | +12.5% | -18.2% | -15.4% |
| 1Y | +3.7% | +10.8% | -7.2% | -6.2% |
| 3Y | +12.3% | +28.8% | -16.5% | -11.9% |
| 5Y | -68.8% | +13.2% | -82.0% | -73.0% |
| All | -39.0% | +35.5% | -74.6% | -43.1% |
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