+47.6%
ON vs AUR
-17.4%
+65.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.6% | -0.3% |
| 7D | -5.8% | -19.8% | +14.0% | +1.2% |
| 30D | -17.1% | -29.0% | +11.9% | -7.3% |
| 3M | -11.8% | -43.6% | +31.8% | +6.2% |
| 6M | -30.2% | -36.6% | +6.5% | -19.5% |
| YTD | +31.6% | +6.3% | +25.3% | +22.2% |
| 1Y | +47.6% | -9.0% | +56.6% | +48.1% |
| All | +47.6% | -17.4% | +65.0% | +48.1% |
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