+62.9%
ON vs COMP
-31.2%
+94.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | +2.4% | +1.4% | +1.1% | +2.1% |
| 30D | -3.3% | -13.3% | +10.0% | -0.6% |
| 3M | -43.6% | +41.1% | -84.7% | -48.1% |
| 6M | +19.0% | +17.2% | +1.8% | +12.1% |
| YTD | +37.4% | +5.2% | +32.2% | +31.1% |
| 1Y | +54.8% | +18.9% | +35.8% | +42.5% |
| 3Y | -25.2% | +215.9% | -241.1% | -48.0% |
| All | +62.9% | -31.2% | +94.1% | +48.0% |
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