-42.0%
C vs ON
+199.0%
-241.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +3.6% | +2.4% | +1.2% | +3.0% |
| 30D | +0.1% | -3.3% | +3.3% | +0.8% |
| 3M | +2.4% | -43.6% | +46.0% | +15.7% |
| 6M | +24.9% | +19.0% | +6.0% | +15.2% |
| YTD | +19.8% | +37.4% | -17.6% | +5.9% |
| 1Y | +44.9% | +54.8% | -9.9% | +23.3% |
| 3Y | +263.0% | -25.2% | +288.1% | +249.5% |
| 5Y | +129.5% | +62.7% | +66.8% | +71.3% |
| 10Y | +291.6% | +574.3% | -282.7% | +93.2% |
| All | -42.0% | +199.0% | -241.0% | -75.5% |
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 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