-40.1%
ON vs COP
+17.2%
-57.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.6% |
| 7D | -11.7% | -11.5% | -0.1% | -14.6% |
| 30D | -23.3% | +5.0% | -28.2% | -22.3% |
| 3M | -19.2% | +17.5% | -36.7% | -12.2% |
| 6M | -40.1% | +16.2% | -56.4% | -34.0% |
| All | -40.1% | +17.2% | -57.3% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling