+54.8%
ON vs O
+11.2%
+43.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.7% |
| 7D | +2.4% | -0.7% | +3.2% | +2.2% |
| 30D | -3.3% | -1.9% | -1.4% | -3.9% |
| 3M | -43.6% | +3.8% | -47.4% | -44.2% |
| 6M | +19.0% | -4.7% | +23.7% | +22.2% |
| YTD | +37.4% | +12.5% | +24.9% | +32.0% |
| 1Y | +54.8% | +10.8% | +43.9% | +50.7% |
| All | +54.8% | +11.2% | +43.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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