+52.0%
ON vs O
+10.9%
+41.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +3.3% | +0.6% | +2.7% | +3.6% |
| 30D | -3.1% | +9.4% | -12.6% | +1.0% |
| 3M | -9.2% | -2.4% | -6.9% | -10.6% |
| 6M | -31.4% | -1.9% | -29.5% | -31.5% |
| YTD | +36.0% | +10.5% | +25.5% | +36.5% |
| 1Y | +52.0% | +10.0% | +42.0% | +52.2% |
| All | +52.0% | +10.9% | +41.1% | +52.2% |
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