-40.1%
ON vs B
+1.5%
-41.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -11.7% | +9.6% | -21.3% | -15.3% |
| 30D | -23.3% | +3.5% | -26.8% | -24.5% |
| 3M | -19.2% | -1.6% | -17.6% | -19.6% |
| 6M | -40.1% | -1.7% | -38.5% | -39.8% |
| All | -40.1% | +1.5% | -41.6% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling