+23.0%
C vs ON
+41.9%
-19.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -0.4% | -4.1% | +3.8% | +0.1% |
| 30D | -5.2% | -10.2% | +5.0% | -3.9% |
| 3M | -9.1% | -12.7% | +3.7% | -7.7% |
| 6M | -1.6% | -32.5% | +31.0% | +1.3% |
| YTD | +6.9% | +28.6% | -21.6% | -9.2% |
| 1Y | +23.0% | +43.4% | -20.4% | +0.7% |
| All | +23.0% | +41.9% | -19.0% | +0.7% |
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