+163.8%
ON vs COP
+1,604.0%
-1,440.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -11.7% | -11.5% | -0.1% | -6.2% |
| 30D | -23.3% | +5.0% | -28.2% | -25.6% |
| 3M | -19.2% | +17.5% | -36.7% | -26.2% |
| 6M | -40.1% | +16.2% | -56.4% | -45.8% |
| YTD | +16.9% | +48.8% | -31.9% | -8.4% |
| 1Y | +29.7% | +64.1% | -34.4% | -3.9% |
| 3Y | -4.4% | +25.7% | -30.1% | -20.0% |
| 5Y | +7.1% | +114.4% | -107.3% | -36.4% |
| 10Y | +447.2% | +331.7% | +115.5% | +97.9% |
| All | +163.8% | +1,604.0% | -1,440.3% | -48.7% |
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 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