-7.3%
F vs ON
+49.7%
-57.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -3.9% | +17.0% | -20.9% | -6.4% |
| 30D | -0.5% | -3.9% | +3.4% | -0.1% |
| 3M | -12.9% | -11.5% | -1.4% | -11.6% |
| 6M | +1.5% | -29.2% | +30.7% | +4.2% |
| YTD | -5.0% | +36.2% | -41.2% | -18.5% |
| 1Y | -7.3% | +49.6% | -57.0% | -22.4% |
| All | -7.3% | +49.7% | -57.1% | -22.4% |
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