+188.0%
ON vs A
+208.5%
-20.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.1% | +6.1% | +7.3% |
| 7D | -1.4% | +4.8% | -6.2% | -3.9% |
| 30D | -10.9% | +5.6% | -16.5% | -13.5% |
| 3M | -14.9% | +23.6% | -38.5% | -25.4% |
| 6M | -33.0% | +56.4% | -89.4% | -50.0% |
| YTD | +27.6% | +33.4% | -5.8% | +4.1% |
| 1Y | +44.5% | +23.7% | +20.8% | +23.2% |
| 3Y | +7.4% | +71.0% | -63.6% | -25.4% |
| 5Y | +18.7% | +16.8% | +1.9% | +4.4% |
| 10Y | +516.0% | +323.8% | +192.2% | +163.1% |
| All | +188.0% | +208.5% | -20.6% | -11.4% |
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 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