+6.6%
ON vs ALL
+117.7%
-111.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.5% |
| 7D | +12.2% | +5.0% | +7.2% | +13.7% |
| 30D | -3.1% | +13.3% | -16.5% | +0.2% |
| 3M | -12.9% | +3.2% | -16.1% | -11.7% |
| 6M | -38.6% | +25.3% | -63.9% | -35.4% |
| YTD | +31.2% | +30.5% | +0.8% | +37.9% |
| 1Y | +47.6% | +29.2% | +18.4% | +55.1% |
| 3Y | +6.6% | +119.1% | -112.5% | +31.4% |
| All | +6.6% | +117.7% | -111.1% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling