+29.7%
ON vs ES
+1.8%
+27.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | -0.4% |
| 7D | -11.7% | +1.9% | -13.5% | -11.2% |
| 30D | -23.3% | +7.1% | -30.3% | -21.8% |
| 3M | -19.2% | -1.9% | -17.2% | -19.1% |
| 6M | -40.1% | +4.4% | -44.5% | -40.2% |
| YTD | +16.9% | +7.3% | +9.6% | +17.4% |
| 1Y | +29.7% | +2.1% | +27.6% | +30.1% |
| All | +29.7% | +1.8% | +27.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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