+163.8%
ON vs ED
+1,020.4%
-856.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +1.0% |
| 7D | -11.7% | +1.6% | -13.3% | -12.1% |
| 30D | -23.3% | +13.3% | -36.6% | -25.8% |
| 3M | -19.2% | +9.7% | -28.9% | -21.2% |
| 6M | -40.1% | +12.8% | -52.9% | -42.5% |
| YTD | +16.9% | +22.3% | -5.4% | +9.6% |
| 1Y | +29.7% | +26.3% | +3.4% | +20.3% |
| 3Y | -4.4% | +45.0% | -49.4% | -17.5% |
| 5Y | +7.1% | +80.2% | -73.1% | -14.9% |
| 10Y | +447.2% | +129.9% | +317.3% | +267.6% |
| All | +163.8% | +1,020.4% | -856.6% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling