+209.9%
ON vs M
+165.5%
+44.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | 0.0% |
| 7D | +2.4% | +4.7% | -2.3% | +0.6% |
| 30D | -3.3% | -9.6% | +6.4% | +0.3% |
| 3M | -43.6% | +0.9% | -44.4% | -44.1% |
| 6M | +19.0% | +22.3% | -3.3% | +9.4% |
| YTD | +37.4% | +6.5% | +30.8% | +32.3% |
| 1Y | +54.8% | +38.8% | +16.0% | +34.4% |
| 3Y | -25.2% | +115.9% | -141.1% | -48.5% |
| 5Y | +62.7% | +28.6% | +34.1% | +26.6% |
| 10Y | +574.3% | -2.5% | +576.9% | +341.7% |
| All | +209.9% | +165.5% | +44.4% | -7.2% |
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