+49.6%
ON vs B
+7.9%
+41.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.3% | +1.2% |
| 7D | +17.0% | -6.2% | +23.2% | +19.5% |
| 30D | -3.9% | -6.6% | +2.8% | -1.8% |
| 3M | -11.5% | -7.9% | -3.6% | -9.6% |
| 6M | -29.2% | -16.8% | -12.4% | -26.1% |
| YTD | +36.2% | -11.7% | +47.8% | +40.0% |
| 1Y | +49.6% | +3.5% | +46.2% | +54.3% |
| All | +49.6% | +7.9% | +41.8% | +54.3% |
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