+962.6%
ON vs AR
-27.2%
+989.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | -43.6% | +6.2% | -49.8% | -44.6% |
| 6M | +19.0% | +4.3% | +14.7% | +16.5% |
| YTD | +37.4% | +14.4% | +23.0% | +31.2% |
| 1Y | +54.8% | +21.3% | +33.4% | +45.6% |
| 3Y | -25.2% | +39.8% | -65.0% | -32.9% |
| 5Y | +62.7% | +142.1% | -79.4% | +27.1% |
| 10Y | +574.3% | +52.0% | +522.3% | +348.4% |
| All | +962.6% | -27.2% | +989.8% | +688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling