+20.0%
ON vs AR
+99.4%
-79.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +12.2% | +7.4% | +4.9% | +10.3% |
| 30D | -3.1% | +5.8% | -8.9% | -4.6% |
| 3M | -12.9% | +5.2% | -18.1% | -14.1% |
| 6M | -38.6% | +5.4% | -44.0% | -40.0% |
| YTD | +31.2% | +12.4% | +18.8% | +24.0% |
| 1Y | +47.6% | +12.8% | +34.8% | +39.1% |
| 3Y | +6.6% | +47.2% | -40.6% | -9.0% |
| All | +20.0% | +99.4% | -79.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling