-16.3%
NOW vs ON
-7.8%
-8.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.0% | -11.7% | +8.7% | -2.2% |
| 30D | -26.0% | -23.3% | -2.8% | -24.8% |
| 3M | -13.1% | -19.2% | +6.1% | -12.1% |
| 6M | +14.5% | -40.1% | +54.7% | +15.7% |
| YTD | -33.4% | +16.9% | -50.4% | -41.7% |
| 1Y | -40.6% | +29.7% | -70.4% | -49.4% |
| 3Y | -16.3% | -4.4% | -11.9% | -32.2% |
| All | -16.3% | -7.8% | -8.5% | -32.2% |
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