-3.6%
COST vs ON
+56.1%
-59.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -3.1% | +2.4% | -5.6% | -3.0% |
| 30D | -2.8% | -3.3% | +0.5% | -2.9% |
| 3M | -5.7% | -43.6% | +37.9% | -6.8% |
| 6M | -8.8% | +19.0% | -27.7% | -10.4% |
| YTD | +6.7% | +37.4% | -30.7% | +4.6% |
| 1Y | -3.6% | +54.8% | -58.4% | -5.7% |
| All | -3.6% | +56.1% | -59.8% | -5.7% |
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