+2,926.4%
V vs O
+511.7%
+2,414.7%
-51.9%
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% | -0.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | +2.0% | -1.9% | +3.8% | +2.8% |
| 3M | +17.4% | +3.8% | +13.5% | +15.5% |
| 6M | +17.5% | -4.7% | +22.2% | +19.6% |
| YTD | +7.6% | +12.5% | -4.9% | +1.9% |
| 1Y | +7.7% | +10.8% | -3.1% | +2.5% |
| 3Y | +54.7% | +28.8% | +25.9% | +36.2% |
| 5Y | +73.0% | +13.2% | +59.9% | +59.9% |
| 10Y | +390.9% | +53.5% | +337.4% | +279.4% |
| All | +2,926.4% | +511.7% | +2,414.7% | +1,029.3% |
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