-28.3%
ON vs DE
+75.2%
-103.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -4.7% | -2.4% | -2.4% | -3.3% |
| 30D | -13.5% | +9.7% | -23.2% | -18.6% |
| 3M | -36.3% | +21.4% | -57.7% | -43.5% |
| 6M | +17.8% | +15.0% | +2.7% | +7.7% |
| YTD | +29.6% | +46.4% | -16.8% | -0.1% |
| 1Y | +45.8% | +45.6% | +0.2% | +12.3% |
| All | -28.3% | +75.2% | -103.5% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling