+163.8%
ON vs M
+168.2%
-4.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +2.2% |
| 7D | -11.7% | -4.3% | -7.4% | -10.3% |
| 30D | -23.3% | +1.3% | -24.5% | -23.9% |
| 3M | -19.2% | -7.4% | -11.8% | -17.3% |
| 6M | -40.1% | +18.3% | -58.5% | -44.6% |
| YTD | +16.9% | +7.6% | +9.3% | +11.7% |
| 1Y | +29.7% | +17.4% | +12.3% | +19.4% |
| 3Y | -4.4% | +108.4% | -112.8% | -33.3% |
| 5Y | +7.1% | -10.6% | +17.7% | -4.0% |
| 10Y | +447.2% | -3.2% | +450.4% | +258.3% |
| All | +163.8% | +168.2% | -4.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 all: compounded portfolio wealth divided by compounded M 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…
all analysis · Full analysis span regression · 6 months rolling