+209.9%
ON vs B
+289.6%
-79.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +2.4% | -1.6% | +4.0% | +2.6% |
| 30D | -3.3% | +9.4% | -12.7% | -4.6% |
| 3M | -43.6% | +5.0% | -48.6% | -44.0% |
| 6M | +19.0% | -3.5% | +22.5% | +19.1% |
| YTD | +37.4% | +4.5% | +32.9% | +35.9% |
| 1Y | +54.8% | +67.8% | -13.0% | +43.7% |
| 3Y | -25.2% | +196.7% | -221.9% | -35.9% |
| 5Y | +62.7% | +151.9% | -89.2% | +40.5% |
| 10Y | +574.3% | +202.2% | +372.2% | +456.0% |
| All | +209.9% | +289.6% | -79.7% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling