+47.6%
ON vs CAPR
+63.5%
-15.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.3% | -3.4% |
| 7D | +12.2% | +5.9% | +6.4% | +12.0% |
| 30D | -3.1% | +44.6% | -47.7% | -4.3% |
| 3M | -12.9% | +126.4% | -139.2% | -15.6% |
| 6M | -38.6% | -68.6% | +30.0% | -37.8% |
| YTD | +31.2% | -67.0% | +98.2% | +32.2% |
| 1Y | +47.6% | +65.2% | -17.5% | +33.4% |
| All | +47.6% | +63.5% | -15.8% | +33.4% |
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