+603.8%
ON vs P
+499.9%
+104.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.1% |
| 7D | -4.1% | -13.3% | +9.2% | +1.8% |
| 30D | -10.2% | -34.0% | +23.8% | +6.2% |
| 3M | -12.7% | +4.1% | -16.8% | -16.2% |
| 6M | -32.5% | +30.5% | -63.0% | -41.7% |
| YTD | +28.6% | +52.2% | -23.6% | +2.4% |
| 1Y | +43.4% | +10.3% | +33.1% | +25.2% |
| 3Y | +3.3% | +180.9% | -177.5% | -48.2% |
| 5Y | +22.5% | +259.7% | -237.2% | -46.0% |
| 10Y | +535.7% | +652.6% | -116.9% | +103.3% |
| All | +603.8% | +499.9% | +104.0% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling