+188.0%
ON vs EW
+8,491.6%
-8,303.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.5% | +6.6% | +8.3% |
| 7D | -1.4% | +12.3% | -13.7% | -5.5% |
| 30D | -10.9% | +22.9% | -33.7% | -17.4% |
| 3M | -14.9% | +16.7% | -31.6% | -20.0% |
| 6M | -33.0% | +31.0% | -64.0% | -40.0% |
| YTD | +27.6% | +22.8% | +4.8% | +16.8% |
| 1Y | +44.5% | +25.6% | +18.9% | +31.0% |
| 3Y | +7.4% | +62.0% | -54.6% | -14.6% |
| 5Y | +18.7% | -12.8% | +31.5% | +17.0% |
| 10Y | +516.0% | +239.8% | +276.2% | +292.8% |
| All | +188.0% | +8,491.6% | -8,303.6% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling