+163.8%
ON vs D
+829.8%
-666.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -11.7% | +3.0% | -14.6% | -12.7% |
| 30D | -23.3% | +11.5% | -34.8% | -26.4% |
| 3M | -19.2% | +3.7% | -22.9% | -20.5% |
| 6M | -40.1% | +13.5% | -53.7% | -43.5% |
| YTD | +16.9% | +20.7% | -3.8% | +7.7% |
| 1Y | +29.7% | +18.2% | +11.5% | +20.1% |
| 3Y | -4.4% | +73.3% | -77.7% | -25.6% |
| 5Y | +7.1% | +12.3% | -5.2% | -2.8% |
| 10Y | +447.2% | +43.4% | +403.8% | +315.9% |
| All | +163.8% | +829.8% | -666.0% | +23.6% |
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