+190.0%
ON vs BB
+22.9%
+167.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | +11.6% | -15.7% | -6.8% |
| 30D | -10.2% | +2.6% | -12.8% | -11.0% |
| 3M | -12.7% | +3.5% | -16.3% | -14.2% |
| 6M | -32.5% | +43.5% | -76.0% | -40.6% |
| YTD | +28.6% | +141.2% | -112.6% | -2.0% |
| 1Y | +43.4% | +97.4% | -54.0% | +14.8% |
| 3Y | +3.3% | +151.1% | -147.8% | -26.8% |
| 5Y | +22.5% | -12.8% | +35.3% | +10.5% |
| 10Y | +535.7% | +27.5% | +508.2% | +306.3% |
| All | +190.0% | +22.9% | +167.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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