+64.8%
BE vs ON
+51.6%
+13.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +5.8% | +7.2% | +8.0% |
| 7D | +4.5% | +3.3% | +1.2% | +2.7% |
| 30D | -20.1% | -3.1% | -17.0% | -16.6% |
| 3M | -0.8% | -9.2% | +8.4% | +8.3% |
| 6M | -26.2% | -31.4% | +5.1% | -1.2% |
| YTD | +141.1% | +36.0% | +105.1% | +101.1% |
| 1Y | +64.8% | +52.0% | +12.8% | +37.5% |
| All | +64.8% | +51.6% | +13.2% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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