+54.8%
ON vs AUR
+11.8%
+42.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +2.4% | +8.7% | -6.3% | -1.0% |
| 30D | -3.3% | -5.2% | +1.9% | -1.8% |
| 3M | -43.6% | -7.3% | -36.3% | -42.4% |
| 6M | +19.0% | +41.2% | -22.3% | +2.9% |
| YTD | +37.4% | +65.1% | -27.7% | +8.5% |
| 1Y | +54.8% | +13.4% | +41.3% | +43.8% |
| All | +54.8% | +11.8% | +42.9% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling