+47.6%
ON vs DE
+49.6%
-2.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.6% |
| 7D | -5.8% | +5.6% | -11.4% | -8.2% |
| 30D | -17.1% | -0.8% | -16.3% | -16.8% |
| 3M | -11.8% | +9.8% | -21.6% | -15.7% |
| 6M | -30.2% | +17.5% | -47.7% | -34.9% |
| YTD | +31.6% | +46.5% | -14.9% | +12.7% |
| 1Y | +47.6% | +46.1% | +1.4% | +26.0% |
| All | +47.6% | +49.6% | -2.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling