+188.0%
ON vs BB
+24.0%
+164.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.5% | +3.7% | +7.7% |
| 7D | -1.4% | +15.0% | -16.4% | -5.0% |
| 30D | -10.9% | +3.5% | -14.3% | -11.8% |
| 3M | -14.9% | +2.7% | -17.5% | -16.1% |
| 6M | -33.0% | +44.7% | -77.8% | -41.1% |
| YTD | +27.6% | +143.3% | -115.6% | -2.9% |
| 1Y | +44.5% | +102.2% | -57.7% | +15.0% |
| 3Y | +7.4% | +156.1% | -148.7% | -24.3% |
| 5Y | +18.7% | -17.6% | +36.4% | +8.6% |
| 10Y | +516.0% | +29.0% | +487.0% | +292.5% |
| All | +188.0% | +24.0% | +164.0% | -1.9% |
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