+46.9%
ON vs COMP
-56.6%
+103.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.9% |
| 6M | -38.6% | +27.0% | -65.6% | -43.1% |
| YTD | +16.4% | -12.8% | +29.1% | +15.2% |
| 1Y | +25.8% | +4.9% | +20.9% | +19.5% |
| 3Y | -7.7% | +321.0% | -328.7% | -39.0% |
| 5Y | +6.6% | -25.6% | +32.1% | -11.5% |
| All | +46.9% | -56.6% | +103.5% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling