-28.3%
ON vs BR
-5.0%
-23.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -4.7% | -6.0% | +1.2% | -4.4% |
| 30D | -13.5% | -0.9% | -12.6% | -13.5% |
| 3M | -36.3% | +16.4% | -52.7% | -37.3% |
| 6M | +17.8% | -8.2% | +25.9% | +24.4% |
| YTD | +29.6% | -23.2% | +52.8% | +48.5% |
| 1Y | +45.8% | -30.9% | +76.7% | +77.0% |
| All | -28.3% | -5.0% | -23.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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