+43.4%
ON vs ALL
+32.6%
+10.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +2.6% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -10.2% | +13.8% | -24.0% | -1.8% |
| 3M | -12.7% | -2.8% | -10.0% | -13.9% |
| 6M | -32.5% | +23.7% | -56.2% | -23.0% |
| YTD | +28.6% | +27.3% | +1.3% | +45.2% |
| 1Y | +43.4% | +30.5% | +12.9% | +61.3% |
| All | +43.4% | +32.6% | +10.8% | +61.3% |
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