+188.0%
ON vs COP
+1,581.5%
-1,393.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.3% | +10.5% | +9.8% |
| 7D | -1.4% | -8.4% | +7.0% | +2.9% |
| 30D | -10.9% | +0.3% | -11.1% | -11.5% |
| 3M | -14.9% | +15.1% | -30.0% | -21.5% |
| 6M | -33.0% | +19.8% | -52.8% | -40.4% |
| YTD | +27.6% | +46.8% | -19.2% | +0.6% |
| 1Y | +44.5% | +59.7% | -15.3% | +8.5% |
| 3Y | +7.4% | +28.7% | -21.3% | -11.2% |
| 5Y | +18.7% | +110.7% | -91.9% | -28.9% |
| 10Y | +516.0% | +298.3% | +217.7% | +132.4% |
| All | +188.0% | +1,581.5% | -1,393.6% | -43.6% |
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