+652.1%
ON vs P
+485.4%
+166.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | +2.4% | +6.5% | -4.1% | -0.3% |
| 30D | -3.3% | +18.8% | -22.1% | -11.3% |
| 3M | -43.6% | +26.7% | -70.3% | -49.3% |
| 6M | +19.0% | +62.2% | -43.2% | -4.7% |
| YTD | +37.4% | +48.5% | -11.1% | +12.1% |
| 1Y | +54.8% | +26.4% | +28.4% | +28.8% |
| 3Y | -25.2% | +159.4% | -184.6% | -60.5% |
| 5Y | +62.7% | +275.8% | -213.1% | -28.7% |
| 10Y | +574.3% | +732.0% | -157.7% | +116.9% |
| All | +652.1% | +485.4% | +166.7% | +140.6% |
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 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