+546.8%
ON vs A
+300.7%
+246.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +1.9% |
| 7D | +17.0% | +0.7% | +16.3% | +16.4% |
| 30D | -3.9% | +0.8% | -4.7% | -4.2% |
| 3M | -11.5% | +16.9% | -28.4% | -22.1% |
| 6M | -29.2% | +53.8% | -82.9% | -51.1% |
| YTD | +36.2% | +28.1% | +8.1% | +7.7% |
| 1Y | +49.6% | +15.0% | +34.6% | +29.3% |
| 3Y | +9.4% | +63.1% | -53.7% | -32.4% |
| 5Y | +25.8% | +11.5% | +14.4% | +7.2% |
| All | +546.8% | +300.7% | +246.1% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling