+10.5%
ON vs B
+174.1%
-163.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.3% | +6.2% |
| 7D | +3.3% | -2.7% | +6.0% | +4.1% |
| 30D | -3.1% | -4.3% | +1.2% | -2.1% |
| 3M | -9.2% | -2.3% | -6.9% | -9.1% |
| 6M | -31.4% | -16.2% | -15.1% | -28.8% |
| YTD | +36.0% | -8.8% | +44.8% | +37.0% |
| 1Y | +52.0% | +11.4% | +40.7% | +45.8% |
| All | +10.5% | +174.1% | -163.6% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling