+190.0%
ON vs A
+204.6%
-14.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.5% |
| 7D | -4.1% | +1.4% | -5.5% | -4.7% |
| 30D | -10.2% | +4.3% | -14.5% | -12.2% |
| 3M | -12.7% | +19.8% | -32.5% | -22.0% |
| 6M | -32.5% | +54.4% | -86.9% | -49.3% |
| YTD | +28.6% | +31.7% | -3.2% | +5.6% |
| 1Y | +43.4% | +22.4% | +21.0% | +23.0% |
| 3Y | +3.3% | +67.7% | -64.4% | -27.4% |
| 5Y | +22.5% | +15.7% | +6.8% | +8.3% |
| 10Y | +535.7% | +308.7% | +227.0% | +177.4% |
| All | +190.0% | +204.6% | -14.6% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling