+55.3%
ON vs COP
+52.6%
+2.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.4% | +2.3% | +0.1% | +2.6% |
| 30D | -8.6% | +8.6% | -17.2% | -7.9% |
| 3M | -34.3% | +19.9% | -54.2% | -32.8% |
| 6M | +28.5% | +19.0% | +9.5% | +28.8% |
| YTD | +40.6% | +50.0% | -9.4% | +31.9% |
| 1Y | +55.3% | +50.5% | +4.8% | +45.0% |
| All | +55.3% | +52.6% | +2.7% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling