+58.5%
ON vs O
+14.8%
+43.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.3% |
| 7D | -2.2% | -0.6% | -1.6% | -1.9% |
| 30D | -12.4% | -2.0% | -10.5% | -11.8% |
| 3M | -41.2% | +3.0% | -44.2% | -42.8% |
| 6M | +25.0% | -3.6% | +28.6% | +25.8% |
| YTD | +31.3% | +12.1% | +19.2% | +21.6% |
| 1Y | +45.4% | +8.9% | +36.5% | +36.7% |
| 3Y | -27.4% | +30.3% | -57.7% | -41.3% |
| 5Y | +58.5% | +13.7% | +44.8% | +40.6% |
| All | +58.5% | +14.8% | +43.7% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling