+42.4%
ON vs CB
+28.5%
+13.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +8.8% |
| 7D | -1.4% | -1.5% | +0.1% | -2.8% |
| 30D | -10.9% | +6.5% | -17.4% | -4.9% |
| 3M | -14.9% | +4.1% | -18.9% | -11.2% |
| 6M | -33.0% | +14.4% | -47.4% | -23.3% |
| YTD | +27.6% | +17.5% | +10.1% | +49.2% |
| All | +42.4% | +28.5% | +13.9% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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