-1.6%
F vs ON
+40.9%
-42.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.5% | -0.9% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +2.9% | -10.9% | +13.7% | +4.6% |
| 3M | -9.5% | -14.9% | +5.4% | -7.6% |
| 6M | +4.0% | -33.0% | +37.1% | +7.7% |
| YTD | -1.3% | +27.6% | -28.9% | -14.3% |
| All | -1.6% | +40.9% | -42.5% | -17.0% |
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 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