+209.9%
ON vs D
+792.4%
-582.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +2.4% | +1.5% | +1.0% | +1.9% |
| 30D | -3.3% | -2.6% | -0.7% | -2.4% |
| 3M | -43.6% | 0.0% | -43.6% | -43.8% |
| 6M | +19.0% | +7.4% | +11.6% | +14.9% |
| YTD | +37.4% | +15.9% | +21.5% | +28.9% |
| 1Y | +54.8% | +18.1% | +36.6% | +43.5% |
| 3Y | -25.2% | +58.4% | -83.6% | -39.7% |
| 5Y | +62.7% | +5.2% | +57.5% | +51.6% |
| 10Y | +574.3% | +35.9% | +538.5% | +425.4% |
| All | +209.9% | +792.4% | -582.5% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling