+93.4%
META vs ON
-8.2%
+101.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.6% | +7.6% | -1.9% |
| 7D | -3.1% | -16.3% | +13.1% | -0.2% |
| 30D | -18.1% | -27.0% | +8.9% | -13.7% |
| 3M | +2.9% | -18.1% | +20.9% | +5.8% |
| 6M | +0.2% | -38.6% | +38.8% | +6.1% |
| YTD | -8.1% | +16.4% | -24.5% | -16.6% |
| 1Y | -4.5% | +25.8% | -30.4% | -15.2% |
| All | +93.4% | -8.2% | +101.7% | +65.4% |
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 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