+209.9%
ON vs O
+2,367.2%
-2,157.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +2.4% | -0.7% | +3.2% | +2.8% |
| 30D | -3.3% | -1.9% | -1.4% | -2.4% |
| 3M | -43.6% | +3.8% | -47.4% | -45.5% |
| 6M | +19.0% | -4.7% | +23.7% | +20.3% |
| YTD | +37.4% | +12.5% | +24.9% | +26.7% |
| 1Y | +54.8% | +10.8% | +43.9% | +43.8% |
| 3Y | -25.2% | +28.8% | -53.9% | -37.1% |
| 5Y | +62.7% | +13.2% | +49.5% | +46.5% |
| 10Y | +574.3% | +53.5% | +520.9% | +406.1% |
| All | +209.9% | +2,367.2% | -2,157.3% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling