+47.6%
ON vs AR
+14.7%
+32.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -2.8% |
| 7D | -5.8% | -11.1% | +5.3% | -7.4% |
| 30D | -17.1% | +7.9% | -25.0% | -15.8% |
| 3M | -11.8% | +4.9% | -16.7% | -10.3% |
| 6M | -30.2% | -5.3% | -24.9% | -29.5% |
| YTD | +31.6% | +8.6% | +22.9% | +33.6% |
| 1Y | +47.6% | +13.7% | +33.9% | +46.5% |
| All | +47.6% | +14.7% | +32.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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