-4.9%
ON vs COMP
+309.8%
-314.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.2% | -3.4% | -9.9% |
| 7D | -16.3% | -1.8% | -14.4% | -15.9% |
| 30D | -27.0% | -0.8% | -26.2% | -27.0% |
| 3M | -18.1% | -28.1% | +10.1% | -13.1% |
| 6M | -38.6% | +27.0% | -65.6% | -43.0% |
| YTD | +16.4% | -12.8% | +29.1% | +14.9% |
| 1Y | +25.8% | +4.9% | +20.9% | +19.1% |
| All | -4.9% | +309.8% | -314.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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