-49.6%
C vs ON
+154.5%
-204.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.4% | -11.7% | +9.3% | +0.6% |
| 30D | -6.0% | -23.3% | +17.3% | +0.1% |
| 3M | -10.5% | -19.2% | +8.6% | -6.5% |
| 6M | -5.7% | -40.1% | +34.4% | +3.4% |
| YTD | +4.1% | +16.9% | -12.8% | -4.9% |
| 1Y | +20.5% | +29.7% | -9.2% | +7.0% |
| 3Y | +208.1% | -4.4% | +212.5% | +179.4% |
| 5Y | +110.4% | +7.1% | +103.4% | +74.4% |
| 10Y | +234.6% | +447.2% | -212.6% | +72.7% |
| All | -49.6% | +154.5% | -204.1% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling