-38.6%
ON vs LIN
+6.1%
-44.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -11.3% |
| 7D | -16.3% | +3.6% | -19.8% | -17.4% |
| 30D | -27.0% | +6.4% | -33.4% | -29.0% |
| 3M | -18.1% | +6.5% | -24.6% | -20.9% |
| 6M | -38.6% | +4.9% | -43.5% | -42.7% |
| All | -38.6% | +6.1% | -44.7% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling