+45.4%
ON vs ALL
+28.5%
+16.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.1% | -5.9% |
| 7D | -2.2% | -1.7% | -0.5% | -3.2% |
| 30D | -12.4% | -4.7% | -7.8% | -14.8% |
| 3M | -41.2% | +18.4% | -59.6% | -35.7% |
| 6M | +25.0% | +20.5% | +4.5% | +36.9% |
| YTD | +31.3% | +23.5% | +7.7% | +42.9% |
| 1Y | +45.4% | +29.0% | +16.4% | +59.4% |
| All | +45.4% | +28.5% | +16.9% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling