+45.6%
C vs ON
+43.3%
+2.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.1% |
| 7D | +3.2% | -2.2% | +5.3% | +3.5% |
| 30D | +1.3% | -12.4% | +13.7% | +3.1% |
| 3M | +3.1% | -41.2% | +44.3% | +9.6% |
| 6M | +29.6% | +25.0% | +4.6% | +16.9% |
| YTD | +19.0% | +31.3% | -12.3% | +5.2% |
| 1Y | +45.6% | +45.4% | +0.2% | +25.6% |
| All | +45.6% | +43.3% | +2.4% | +25.6% |
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