+58.5%
ON vs ALL
+117.0%
-58.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.1% | -4.3% |
| 7D | -2.2% | -1.7% | -0.5% | -2.0% |
| 30D | -12.4% | -4.7% | -7.8% | -12.2% |
| 3M | -41.2% | +18.4% | -59.6% | -42.8% |
| 6M | +25.0% | +20.5% | +4.5% | +20.8% |
| YTD | +31.3% | +23.5% | +7.7% | +26.0% |
| 1Y | +45.4% | +29.0% | +16.4% | +38.2% |
| 3Y | -27.4% | +153.7% | -181.1% | -45.8% |
| 5Y | +58.5% | +114.8% | -56.3% | +29.0% |
| All | +58.5% | +117.0% | -58.5% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling