+52.0%
ON vs BN
-8.2%
+60.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.2% |
| 7D | +3.3% | -2.4% | +5.8% | +4.9% |
| 30D | -3.1% | +13.5% | -16.7% | -10.0% |
| 3M | -9.2% | -5.9% | -3.3% | -6.2% |
| 6M | -31.4% | -8.9% | -22.4% | -27.7% |
| YTD | +36.0% | -7.9% | +43.8% | +37.1% |
| 1Y | +52.0% | -8.3% | +60.3% | +53.1% |
| All | +52.0% | -8.2% | +60.2% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling