+47.6%
ON vs CARR
-1.4%
+49.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.3% |
| 7D | -5.8% | -0.7% | -5.1% | -5.3% |
| 30D | -17.1% | +0.3% | -17.4% | -17.1% |
| 3M | -11.8% | -14.9% | +3.1% | -0.8% |
| 6M | -30.2% | -14.9% | -15.3% | -19.9% |
| YTD | +31.6% | +7.0% | +24.6% | +30.7% |
| 1Y | +47.6% | -1.8% | +49.3% | +55.7% |
| All | +47.6% | -1.4% | +49.0% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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