-4.9%
ON vs LIN
+38.0%
-42.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -11.1% |
| 7D | -16.3% | +3.6% | -19.8% | -18.2% |
| 30D | -27.0% | +6.4% | -33.4% | -30.0% |
| 3M | -18.1% | +6.5% | -24.6% | -21.7% |
| 6M | -38.6% | +4.9% | -43.5% | -40.9% |
| YTD | +16.4% | +23.4% | -7.1% | -1.3% |
| 1Y | +25.8% | +26.3% | -0.5% | +4.9% |
| All | -4.9% | +38.0% | -42.8% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling