+6.0%
ON vs AS
+120.4%
-114.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | -0.3% |
| 7D | +2.4% | -4.9% | +7.3% | +4.2% |
| 30D | -3.3% | -19.6% | +16.3% | +4.1% |
| 3M | -43.6% | -14.4% | -29.2% | -40.8% |
| 6M | +19.0% | -20.1% | +39.1% | +27.4% |
| YTD | +37.4% | -20.9% | +58.3% | +46.9% |
| 1Y | +54.8% | -21.9% | +76.6% | +65.3% |
| All | +6.0% | +120.4% | -114.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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