-10.2%
ON vs AS
+133.7%
-144.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.3% | -10.8% |
| 7D | -16.3% | +7.1% | -23.4% | -18.3% |
| 30D | -27.0% | +12.8% | -39.8% | -30.2% |
| 3M | -18.1% | -14.7% | -3.3% | -13.8% |
| 6M | -38.6% | -9.9% | -28.7% | -37.0% |
| YTD | +16.4% | -16.1% | +32.5% | +21.6% |
| 1Y | +25.8% | +0.2% | +25.7% | +23.0% |
| All | -10.2% | +133.7% | -144.0% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling