-27.4%
ON vs A
+29.5%
-56.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.8% | -2.9% |
| 7D | -2.2% | -2.1% | -0.1% | -1.0% |
| 30D | -12.4% | +0.6% | -13.0% | -12.9% |
| 3M | -41.2% | +10.9% | -52.1% | -45.1% |
| 6M | +25.0% | +28.2% | -3.2% | +4.3% |
| YTD | +31.3% | +8.6% | +22.7% | +23.6% |
| 1Y | +45.4% | +15.5% | +29.9% | +29.5% |
| 3Y | -27.4% | +31.8% | -59.2% | -42.6% |
| All | -27.4% | +29.5% | -56.9% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling