+55.3%
ON vs DE
+45.1%
+10.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +2.4% | -2.6% | +4.9% | +3.6% |
| 30D | -8.6% | +9.0% | -17.6% | -12.4% |
| 3M | -34.3% | +19.1% | -53.5% | -39.2% |
| 6M | +28.5% | +14.4% | +14.1% | +20.3% |
| YTD | +40.6% | +45.9% | -5.3% | +19.6% |
| 1Y | +55.3% | +43.6% | +11.7% | +32.8% |
| All | +55.3% | +45.1% | +10.2% | +32.8% |
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