+45.4%
ON vs PL
+131.1%
-85.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.2% |
| 7D | -2.2% | -7.5% | +5.4% | -1.1% |
| 30D | -12.4% | -25.6% | +13.1% | -8.6% |
| 3M | -41.2% | -45.6% | +4.4% | -36.5% |
| 6M | +25.0% | -29.5% | +54.5% | +35.3% |
| YTD | +31.3% | -9.7% | +41.0% | +39.3% |
| 1Y | +45.4% | +84.4% | -39.0% | +52.4% |
| All | +45.4% | +131.1% | -85.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling