+47.6%
ON vs O
+8.1%
+39.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -0.4% |
| 7D | -5.8% | +5.8% | -11.6% | -3.2% |
| 30D | -17.1% | +10.7% | -27.8% | -13.0% |
| 3M | -11.8% | -4.5% | -7.3% | -14.2% |
| 6M | -30.2% | -4.1% | -26.1% | -30.0% |
| YTD | +31.6% | +9.8% | +21.7% | +34.2% |
| 1Y | +47.6% | +11.3% | +36.2% | +45.4% |
| All | +47.6% | +8.1% | +39.4% | +45.4% |
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