+42.4%
ON vs LIN
+25.4%
+17.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -10.9% | +7.6% | -18.4% | -13.5% |
| 3M | -14.9% | +6.5% | -21.4% | -17.3% |
| 6M | -33.0% | +6.2% | -39.2% | -34.9% |
| YTD | +27.6% | +23.2% | +4.4% | +18.4% |
| All | +42.4% | +25.4% | +17.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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