+47.6%
ON vs FIVE
+63.3%
-15.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.7% | -8.6% | -3.0% |
| 7D | -5.8% | +7.5% | -13.3% | -7.0% |
| 30D | -17.1% | +16.7% | -33.8% | -19.4% |
| 3M | -11.8% | +13.4% | -25.2% | -14.6% |
| 6M | -30.2% | +9.0% | -39.2% | -31.9% |
| YTD | +31.6% | +33.8% | -2.2% | +19.4% |
| 1Y | +47.6% | +61.2% | -13.6% | +20.1% |
| All | +47.6% | +63.3% | -15.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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