-27.4%
ON vs O
+30.3%
-57.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -12.4% | -2.0% | -10.5% | -12.2% |
| 3M | -41.2% | +3.0% | -44.2% | -42.3% |
| 6M | +25.0% | -3.6% | +28.6% | +25.8% |
| YTD | +31.3% | +12.1% | +19.2% | +24.7% |
| 1Y | +45.4% | +8.9% | +36.5% | +39.6% |
| 3Y | -27.4% | +30.3% | -57.7% | -44.9% |
| All | -27.4% | +30.3% | -57.7% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling