+546.8%
ON vs P
+666.7%
-120.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | -1.4% |
| 7D | +17.0% | +17.8% | -0.8% | +8.7% |
| 30D | -3.9% | -29.9% | +26.0% | +12.0% |
| 3M | -11.5% | -1.2% | -10.3% | -13.1% |
| 6M | -29.2% | +32.1% | -61.3% | -39.9% |
| YTD | +36.2% | +64.3% | -28.1% | +2.4% |
| 1Y | +49.6% | +24.3% | +25.4% | +21.8% |
| 3Y | +9.4% | +203.2% | -193.8% | -51.5% |
| 5Y | +25.8% | +290.4% | -264.6% | -52.4% |
| All | +546.8% | +666.7% | -120.0% | +92.6% |
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