+452.4%
ON vs P
+713.7%
-261.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | -1.1% |
| 7D | -11.7% | -23.8% | +12.1% | -0.5% |
| 30D | -23.3% | -36.6% | +13.4% | -6.6% |
| 3M | -19.2% | +10.9% | -30.1% | -25.3% |
| 6M | -40.1% | +30.0% | -70.1% | -49.0% |
| YTD | +16.9% | +44.4% | -27.5% | -6.8% |
| 1Y | +29.7% | +3.9% | +25.8% | +14.6% |
| 3Y | -4.4% | +176.6% | -181.0% | -55.9% |
| 5Y | +7.1% | +249.3% | -242.2% | -57.3% |
| All | +452.4% | +713.7% | -261.3% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling