+546.8%
ON vs B
+218.7%
+328.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.3% | +0.8% |
| 7D | +17.0% | -6.2% | +23.2% | +18.5% |
| 30D | -3.9% | -6.6% | +2.8% | -2.6% |
| 3M | -11.5% | -7.9% | -3.6% | -10.3% |
| 6M | -29.2% | -16.8% | -12.4% | -26.9% |
| YTD | +36.2% | -11.7% | +47.8% | +38.2% |
| 1Y | +49.6% | +3.5% | +46.2% | +47.3% |
| 3Y | +9.4% | +165.7% | -156.3% | -10.7% |
| 5Y | +25.8% | +108.4% | -82.6% | +4.4% |
| All | +546.8% | +218.7% | +328.1% | +420.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling