+265.0%
C vs ON
-25.0%
+290.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +3.6% | +2.4% | +1.2% | +3.1% |
| 30D | +0.1% | -3.3% | +3.3% | +0.6% |
| 3M | +2.4% | -43.6% | +46.0% | +12.3% |
| 6M | +24.9% | +19.0% | +6.0% | +15.7% |
| YTD | +19.8% | +37.4% | -17.6% | +7.1% |
| 1Y | +44.9% | +54.8% | -9.9% | +25.4% |
| All | +265.0% | -25.0% | +290.0% | +229.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling