+43.7%
ON vs BP
+25.9%
+17.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -6.3% | +2.2% | -4.8% |
| 30D | -10.2% | -3.6% | -6.6% | -10.7% |
| 3M | -12.7% | +5.2% | -18.0% | -12.0% |
| 6M | -32.5% | +5.3% | -37.9% | -32.0% |
| YTD | +28.6% | +33.1% | -4.6% | +24.3% |
| All | +43.7% | +25.9% | +17.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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