+58.5%
ON vs COP
+186.3%
-127.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | -2.2% | -0.8% | -1.3% | -1.9% |
| 30D | -12.4% | +15.6% | -28.0% | -16.8% |
| 3M | -41.2% | +14.3% | -55.5% | -44.3% |
| 6M | +25.0% | +17.0% | +8.0% | +16.2% |
| YTD | +31.3% | +47.4% | -16.2% | +10.6% |
| 1Y | +45.4% | +52.4% | -7.0% | +20.3% |
| 3Y | -27.4% | +20.8% | -48.2% | -36.0% |
| 5Y | +58.5% | +191.7% | -133.2% | +7.7% |
| All | +58.5% | +186.3% | -127.8% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling