+7.8%
ON vs COMP
-17.6%
+25.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.7% | -10.3% | -1.8% |
| 7D | -11.7% | +13.4% | -25.1% | -14.1% |
| 30D | -23.3% | +11.1% | -34.4% | -25.2% |
| 3M | -19.2% | -18.8% | -0.3% | -16.2% |
| 6M | -40.1% | +10.5% | -50.6% | -42.6% |
| YTD | +16.9% | -3.4% | +20.3% | +13.1% |
| 1Y | +29.7% | +19.7% | +10.0% | +19.5% |
| 3Y | -4.4% | +381.6% | -386.0% | -39.5% |
| All | +7.8% | -17.6% | +25.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling