-25.1%
ON vs AR
+40.7%
-65.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +2.4% | +2.5% | -0.1% | +1.9% |
| 30D | -3.3% | +14.8% | -18.1% | -6.2% |
| 3M | -43.6% | +6.2% | -49.8% | -44.5% |
| 6M | +19.0% | +4.3% | +14.7% | +16.3% |
| YTD | +37.4% | +14.4% | +23.0% | +29.6% |
| 1Y | +54.8% | +21.3% | +33.4% | +42.3% |
| All | -25.1% | +40.7% | -65.9% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling