+99.0%
COST vs ON
+7.1%
+91.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.4% |
| 7D | +5.0% | +12.2% | -7.2% | +4.7% |
| 30D | +12.8% | -3.1% | +16.0% | +12.8% |
| 3M | +15.2% | -12.9% | +28.1% | +15.5% |
| 6M | +7.4% | -38.6% | +46.0% | +8.6% |
| YTD | +29.0% | +31.2% | -2.2% | +23.1% |
| 1Y | +20.3% | +47.6% | -27.4% | +13.6% |
| 3Y | +99.0% | +6.6% | +92.4% | +86.3% |
| All | +99.0% | +7.1% | +91.9% | +86.3% |
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