-4.4%
ON vs EW
+51.9%
-56.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -11.7% | +11.0% | -22.7% | -14.2% |
| 30D | -23.3% | +19.1% | -42.3% | -26.9% |
| 3M | -19.2% | +14.4% | -33.5% | -22.3% |
| 6M | -40.1% | +22.8% | -62.9% | -44.1% |
| YTD | +16.9% | +19.8% | -2.9% | +9.9% |
| 1Y | +29.7% | +23.9% | +5.8% | +20.5% |
| 3Y | -4.4% | +52.2% | -56.6% | -25.0% |
| All | -4.4% | +51.9% | -56.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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