+47.6%
ON vs COP
+63.9%
-16.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.4% |
| 7D | +12.2% | +4.4% | +7.8% | +13.0% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | -12.9% | +15.0% | -27.9% | -10.2% |
| 6M | -38.6% | +22.0% | -60.6% | -35.6% |
| YTD | +31.2% | +55.3% | -24.1% | +31.3% |
| 1Y | +47.6% | +64.1% | -16.5% | +46.1% |
| All | +47.6% | +63.9% | -16.3% | +46.1% |
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