+209.9%
ON vs EW
+7,276.4%
-7,066.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +2.4% | -0.3% | +2.8% | +2.6% |
| 30D | -3.3% | +1.0% | -4.3% | -3.7% |
| 3M | -43.6% | +2.8% | -46.4% | -44.5% |
| 6M | +19.0% | +5.5% | +13.5% | +15.8% |
| YTD | +37.4% | +5.5% | +31.9% | +33.5% |
| 1Y | +54.8% | +11.0% | +43.7% | +47.1% |
| 3Y | -25.2% | +17.7% | -42.9% | -33.1% |
| 5Y | +62.7% | -25.7% | +88.5% | +70.3% |
| 10Y | +574.3% | +132.8% | +441.5% | +383.9% |
| All | +209.9% | +7,276.4% | -7,066.5% | -6.8% |
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