+47.6%
ON vs CHD
+30.9%
+16.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -0.3% |
| 7D | -5.8% | +6.9% | -12.8% | -1.8% |
| 30D | -17.1% | +17.1% | -34.2% | -8.5% |
| 3M | -11.8% | +9.1% | -20.9% | -6.6% |
| 6M | -30.2% | +21.4% | -51.6% | -21.6% |
| YTD | +31.6% | +34.9% | -3.3% | +56.0% |
| 1Y | +47.6% | +31.0% | +16.5% | +77.0% |
| All | +47.6% | +30.9% | +16.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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