+54.8%
ON vs DE
+49.4%
+5.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | +10.0% | -7.6% | -2.0% |
| 30D | -3.3% | +13.3% | -16.6% | -8.9% |
| 3M | -43.6% | +17.5% | -61.1% | -47.4% |
| 6M | +19.0% | +13.6% | +5.4% | +11.0% |
| YTD | +37.4% | +49.8% | -12.4% | +15.6% |
| 1Y | +54.8% | +47.9% | +6.9% | +31.4% |
| All | +54.8% | +49.4% | +5.4% | +31.4% |
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