-40.1%
ON vs ED
+10.4%
-50.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | -2.7% |
| 7D | -11.7% | +1.6% | -13.3% | -9.4% |
| 30D | -23.3% | +13.3% | -36.6% | -7.7% |
| 3M | -19.2% | +9.7% | -28.9% | -8.4% |
| 6M | -40.1% | +12.8% | -52.9% | -26.3% |
| All | -40.1% | +10.4% | -50.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 6mo: compounded portfolio wealth divided by compounded ED 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…
6mo analysis · Full analysis span regression · 6 months rolling