+289.6%
ON vs ACI
+25.9%
+263.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +2.4% | +0.2% | +2.3% | +2.4% |
| 30D | -3.3% | +5.9% | -9.2% | -3.6% |
| 3M | -43.6% | -19.8% | -23.8% | -43.0% |
| 6M | +19.0% | -24.7% | +43.7% | +20.4% |
| YTD | +37.4% | -24.4% | +61.7% | +38.9% |
| 1Y | +54.8% | -31.5% | +86.3% | +57.9% |
| 3Y | -25.2% | -38.7% | +13.5% | -23.2% |
| 5Y | +62.7% | -42.8% | +105.5% | +65.1% |
| All | +289.6% | +25.9% | +263.7% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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