-24.5%
ON vs BP
+33.3%
-57.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +2.4% | +3.9% | -1.5% | +1.5% |
| 30D | -3.3% | +7.6% | -10.9% | -5.2% |
| 3M | -43.6% | +0.7% | -44.3% | -43.7% |
| 6M | +19.0% | +15.5% | +3.5% | +11.6% |
| YTD | +37.4% | +30.8% | +6.5% | +21.7% |
| 1Y | +54.8% | +34.3% | +20.5% | +35.1% |
| All | -24.5% | +33.3% | -57.8% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling