+54.8%
ON vs CAPR
+48.7%
+6.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +2.4% | -2.0% | +4.4% | +2.5% |
| 30D | -3.3% | +139.2% | -142.5% | -6.2% |
| 3M | -43.6% | -66.4% | +22.8% | -42.8% |
| 6M | +19.0% | -63.1% | +82.1% | +20.0% |
| YTD | +37.4% | -67.4% | +104.8% | +38.9% |
| 1Y | +54.8% | +58.2% | -3.5% | +40.8% |
| All | +54.8% | +48.7% | +6.0% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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