-4.4%
ON vs D
+79.5%
-83.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.4% |
| 7D | -11.7% | +3.0% | -14.6% | -11.6% |
| 30D | -23.3% | +11.5% | -34.8% | -23.1% |
| 3M | -19.2% | +3.7% | -22.9% | -19.0% |
| 6M | -40.1% | +13.5% | -53.7% | -40.4% |
| YTD | +16.9% | +20.7% | -3.8% | +16.0% |
| 1Y | +29.7% | +18.2% | +11.5% | +28.8% |
| 3Y | -4.4% | +73.3% | -77.7% | -11.1% |
| All | -4.4% | +79.5% | -83.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling