+209.9%
ON vs COP
+1,578.9%
-1,369.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +2.4% | +3.0% | -0.6% | +0.8% |
| 30D | -3.3% | +17.5% | -20.8% | -11.1% |
| 3M | -43.6% | +13.4% | -56.9% | -47.8% |
| 6M | +19.0% | +17.7% | +1.2% | +6.5% |
| YTD | +37.4% | +46.6% | -9.2% | +9.1% |
| 1Y | +54.8% | +44.6% | +10.2% | +23.0% |
| 3Y | -25.2% | +20.7% | -45.9% | -36.0% |
| 5Y | +62.7% | +185.0% | -122.3% | -17.2% |
| 10Y | +574.3% | +347.0% | +227.4% | +139.3% |
| All | +209.9% | +1,578.9% | -1,369.0% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling