+209.9%
ON vs A
+158.0%
+52.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | +2.4% | -1.9% | +4.4% | +3.6% |
| 30D | -3.3% | +6.9% | -10.2% | -7.4% |
| 3M | -43.6% | +9.2% | -52.8% | -46.8% |
| 6M | +19.0% | +25.7% | -6.7% | +0.7% |
| YTD | +37.4% | +11.5% | +25.8% | +24.9% |
| 1Y | +54.8% | +18.4% | +36.4% | +34.9% |
| 3Y | -25.2% | +26.6% | -51.8% | -37.7% |
| 5Y | +62.7% | -12.8% | +75.5% | +70.4% |
| 10Y | +574.3% | +247.2% | +327.2% | +224.3% |
| All | +209.9% | +158.0% | +52.0% | +6.3% |
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