+0.6%
META vs ON
+51.6%
-51.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.7% | -2.5% |
| 7D | -0.2% | +3.3% | -3.5% | -0.6% |
| 30D | -15.4% | -3.1% | -12.2% | -15.4% |
| 3M | +5.0% | -9.2% | +14.3% | +5.4% |
| 6M | +5.2% | -31.4% | +36.5% | +7.3% |
| YTD | -4.5% | +36.0% | -40.5% | -9.6% |
| 1Y | +0.6% | +52.0% | -51.4% | -3.9% |
| All | +0.6% | +51.6% | -51.0% | -3.9% |
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