-27.4%
ON vs BEN
+56.8%
-84.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -2.2% | +4.7% | -6.8% | -4.9% |
| 30D | -12.4% | +2.6% | -15.0% | -13.9% |
| 3M | -41.2% | +11.5% | -52.7% | -45.3% |
| 6M | +25.0% | +35.3% | -10.3% | +2.8% |
| YTD | +31.3% | +48.6% | -17.4% | +1.5% |
| 1Y | +45.4% | +46.7% | -1.3% | +13.1% |
| 3Y | -27.4% | +57.0% | -84.4% | -50.1% |
| All | -27.4% | +56.8% | -84.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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