+49.6%
ON vs AR
+10.2%
+39.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.3% |
| 7D | +17.0% | +6.4% | +10.6% | +17.7% |
| 30D | -3.9% | +3.1% | -7.0% | -3.4% |
| 3M | -11.5% | +3.3% | -14.8% | -10.8% |
| 6M | -29.2% | +6.6% | -35.7% | -27.3% |
| YTD | +36.2% | +12.3% | +23.8% | +38.4% |
| 1Y | +49.6% | +12.3% | +37.3% | +52.3% |
| All | +49.6% | +10.2% | +39.5% | +52.3% |
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