+656.7%
ON vs BR
+1,321.0%
-664.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +3.2% |
| 7D | +2.4% | -5.3% | +7.7% | +6.1% |
| 30D | -3.3% | +6.4% | -9.7% | -7.9% |
| 3M | -43.6% | +13.6% | -57.2% | -49.6% |
| 6M | +19.0% | -6.7% | +25.7% | +18.9% |
| YTD | +37.4% | -21.1% | +58.5% | +52.9% |
| 1Y | +54.8% | -29.6% | +84.3% | +86.1% |
| 3Y | -25.2% | -2.4% | -22.8% | -30.6% |
| 5Y | +62.7% | +11.2% | +51.5% | +36.4% |
| 10Y | +574.3% | +191.8% | +382.6% | +188.4% |
| All | +656.7% | +1,321.0% | -664.3% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling