+6.6%
ON vs COO
-24.0%
+30.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.4% | -3.8% |
| 7D | +12.2% | +0.5% | +11.8% | +12.1% |
| 30D | -3.1% | +14.2% | -17.3% | -7.1% |
| 3M | -12.9% | -18.2% | +5.3% | -7.3% |
| 6M | -38.6% | +5.3% | -43.9% | -42.1% |
| YTD | +31.2% | -23.6% | +54.8% | +45.3% |
| 1Y | +47.6% | -12.7% | +60.3% | +52.3% |
| 3Y | +6.6% | -24.2% | +30.8% | +7.4% |
| All | +6.6% | -24.0% | +30.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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