+58.5%
ON vs A
-14.2%
+72.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.8% | -2.6% |
| 7D | -2.2% | -2.1% | -0.1% | -0.7% |
| 30D | -12.4% | +0.6% | -13.0% | -13.1% |
| 3M | -41.2% | +10.9% | -52.1% | -45.8% |
| 6M | +25.0% | +28.2% | -3.2% | +0.8% |
| YTD | +31.3% | +8.6% | +22.7% | +20.5% |
| 1Y | +45.4% | +15.5% | +29.9% | +25.8% |
| 3Y | -27.4% | +31.8% | -59.2% | -45.7% |
| 5Y | +58.5% | -14.9% | +73.4% | +60.4% |
| All | +58.5% | -14.2% | +72.7% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling