-40.1%
ON vs EXC
-0.6%
-39.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | -1.4% |
| 7D | -11.7% | -1.2% | -10.5% | -12.5% |
| 30D | -23.3% | +10.0% | -33.2% | -15.5% |
| 3M | -19.2% | +1.6% | -20.8% | -18.9% |
| 6M | -40.1% | +3.3% | -43.4% | -38.7% |
| All | -40.1% | -0.6% | -39.6% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 6mo: compounded portfolio wealth divided by compounded EXC 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…
6mo analysis · Full analysis span regression · 6 months rolling