+537.1%
ON vs P
+449.6%
+87.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -16.4% | +4.8% | -4.7% |
| 7D | -16.3% | -31.9% | +15.6% | -1.9% |
| 30D | -27.0% | -36.5% | +9.5% | -12.4% |
| 3M | -18.1% | +11.6% | -29.7% | -23.9% |
| 6M | -38.6% | +25.2% | -63.8% | -46.1% |
| YTD | +16.4% | +39.4% | -23.1% | -3.9% |
| 1Y | +25.8% | -3.7% | +29.5% | +16.3% |
| 3Y | -7.7% | +167.3% | -175.0% | -52.8% |
| 5Y | +6.6% | +237.3% | -230.8% | -51.8% |
| 10Y | +444.6% | +698.6% | -254.0% | +76.9% |
| All | +537.1% | +449.6% | +87.5% | +106.3% |
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