-27.5%
ON vs CHD
+1.8%
-29.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.4% |
| 7D | -1.9% | -4.2% | +2.3% | -2.8% |
| 30D | -11.0% | -7.6% | -3.5% | -12.4% |
| 3M | -39.3% | -1.6% | -37.7% | -39.3% |
| 6M | +19.8% | -6.3% | +26.2% | +19.8% |
| YTD | +31.1% | +14.6% | +16.5% | +32.5% |
| 1Y | +46.0% | +1.6% | +44.4% | +47.4% |
| All | -27.5% | +1.8% | -29.3% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling