+7.8%
ON vs P
+247.4%
-239.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | -0.9% |
| 7D | -11.7% | -23.8% | +12.1% | -1.8% |
| 30D | -23.3% | -36.6% | +13.4% | -8.6% |
| 3M | -19.2% | +10.9% | -30.1% | -24.5% |
| 6M | -40.1% | +30.0% | -70.1% | -47.9% |
| YTD | +16.9% | +44.4% | -27.5% | -3.8% |
| 1Y | +29.7% | +3.9% | +25.8% | +16.7% |
| 3Y | -4.4% | +176.6% | -181.0% | -56.1% |
| All | +7.8% | +247.4% | -239.6% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling