+91.7%
ON vs AUR
-35.0%
+126.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -1.9% | +11.1% | -13.0% | -4.1% |
| 30D | -11.0% | -6.9% | -4.2% | -10.0% |
| 3M | -39.3% | +5.5% | -44.9% | -40.2% |
| 6M | +19.8% | +41.0% | -21.2% | +10.5% |
| YTD | +31.1% | +69.3% | -38.2% | +15.9% |
| 1Y | +46.0% | +14.0% | +32.0% | +39.1% |
| 3Y | -27.5% | +90.1% | -117.6% | -45.9% |
| 5Y | +56.9% | -34.4% | +91.3% | +17.0% |
| All | +91.7% | -35.0% | +126.7% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling