-48.2%
C vs ON
+179.8%
-228.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -0.4% | -4.1% | +3.8% | +0.5% |
| 30D | -5.2% | -10.2% | +5.0% | -2.9% |
| 3M | -9.1% | -12.7% | +3.7% | -6.8% |
| 6M | -1.6% | -32.5% | +31.0% | +4.7% |
| YTD | +6.9% | +28.6% | -21.6% | -4.7% |
| 1Y | +23.0% | +43.4% | -20.4% | +6.4% |
| 3Y | +216.1% | +3.3% | +212.8% | +181.0% |
| 5Y | +112.2% | +22.5% | +89.7% | +69.9% |
| 10Y | +208.8% | +535.7% | -326.9% | +53.6% |
| All | -48.2% | +179.8% | -228.0% | -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