+59.8%
ON vs BR
+8.0%
+51.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.6% |
| 7D | +2.4% | -3.0% | +5.3% | +3.7% |
| 30D | -8.6% | -0.3% | -8.3% | -8.8% |
| 3M | -34.3% | +17.3% | -51.6% | -40.3% |
| 6M | +28.5% | -6.7% | +35.2% | +32.4% |
| YTD | +40.6% | -23.4% | +64.1% | +64.2% |
| 1Y | +55.3% | -32.7% | +88.0% | +99.2% |
| 3Y | -22.2% | -5.9% | -16.3% | -26.1% |
| All | +59.8% | +8.0% | +51.8% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling