+29.7%
ON vs B
+25.9%
+3.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -11.7% | +9.6% | -21.3% | -14.6% |
| 30D | -23.3% | +3.5% | -26.8% | -24.3% |
| 3M | -19.2% | -1.6% | -17.6% | -19.2% |
| 6M | -40.1% | -1.7% | -38.5% | -40.5% |
| YTD | +16.9% | -5.3% | +22.2% | +17.5% |
| 1Y | +29.7% | +27.2% | +2.5% | +28.0% |
| All | +29.7% | +25.9% | +3.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling