+6.6%
ON vs D
+73.4%
-66.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +12.2% | -1.4% | +13.6% | +12.2% |
| 30D | -3.1% | +7.7% | -10.9% | -2.9% |
| 3M | -12.9% | -0.3% | -12.6% | -12.7% |
| 6M | -38.6% | +10.1% | -48.6% | -38.7% |
| YTD | +31.2% | +19.1% | +12.2% | +30.3% |
| 1Y | +47.6% | +15.9% | +31.7% | +46.8% |
| 3Y | +6.6% | +75.0% | -68.4% | -1.9% |
| All | +6.6% | +73.4% | -66.8% | -1.9% |
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