+575.4%
ON vs CARR
+425.9%
+149.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +1.0% |
| 7D | -1.9% | +0.6% | -2.5% | -2.2% |
| 30D | -11.0% | -8.7% | -2.4% | -6.4% |
| 3M | -39.3% | -18.4% | -21.0% | -31.6% |
| 6M | +19.8% | -0.6% | +20.4% | +20.5% |
| YTD | +31.1% | +10.9% | +20.1% | +24.1% |
| 1Y | +46.0% | -7.3% | +53.3% | +52.1% |
| 3Y | -27.5% | +2.9% | -30.4% | -28.7% |
| 5Y | +56.9% | +9.6% | +47.2% | +43.2% |
| All | +575.4% | +425.9% | +149.4% | +421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling