+96.8%
META vs ON
+7.1%
+89.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.5% | +3.5% |
| 7D | +5.2% | +12.2% | -7.1% | +3.0% |
| 30D | -13.0% | -3.1% | -9.9% | -12.7% |
| 3M | +7.9% | -12.9% | +20.8% | +9.8% |
| 6M | +4.2% | -38.6% | +42.8% | +10.9% |
| YTD | -2.5% | +31.2% | -33.8% | -13.4% |
| 1Y | +5.6% | +47.6% | -42.1% | -9.1% |
| 3Y | +96.8% | +6.6% | +90.2% | +68.9% |
| All | +96.8% | +7.1% | +89.7% | +68.9% |
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 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