+29.7%
ON vs AR
+8.4%
+21.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | -11.7% | -14.3% | +2.6% | -13.6% |
| 30D | -23.3% | +1.4% | -24.7% | -22.8% |
| 3M | -19.2% | +3.4% | -22.6% | -17.7% |
| 6M | -40.1% | -2.1% | -38.1% | -39.2% |
| YTD | +16.9% | +4.7% | +12.2% | +18.2% |
| 1Y | +29.7% | +10.6% | +19.2% | +27.7% |
| All | +29.7% | +8.4% | +21.4% | +27.7% |
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