-24.5%
ON vs BN
+85.7%
-110.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +2.4% | -2.5% | +4.9% | +4.5% |
| 30D | -3.3% | -9.5% | +6.2% | +4.5% |
| 3M | -43.6% | -10.4% | -33.2% | -38.6% |
| 6M | +19.0% | -6.4% | +25.3% | +23.7% |
| YTD | +37.4% | -11.9% | +49.2% | +49.0% |
| 1Y | +54.8% | -8.6% | +63.4% | +61.8% |
| All | -24.5% | +85.7% | -110.2% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling