+162.5%
ON vs D
+843.9%
-681.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.2% | -11.4% | -11.5% |
| 7D | -16.3% | +6.9% | -23.2% | -18.3% |
| 30D | -27.0% | +12.3% | -39.3% | -30.2% |
| 3M | -18.1% | +3.0% | -21.1% | -19.2% |
| 6M | -38.6% | +12.8% | -51.4% | -41.9% |
| YTD | +16.4% | +22.6% | -6.2% | +6.6% |
| 1Y | +25.8% | +21.7% | +4.2% | +15.3% |
| 3Y | -7.7% | +83.9% | -91.6% | -29.9% |
| 5Y | +6.6% | +14.0% | -7.4% | -3.8% |
| 10Y | +444.6% | +45.6% | +399.0% | +311.8% |
| All | +162.5% | +843.9% | -681.4% | +22.3% |
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