-25.1%
ON vs PL
+454.1%
-479.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.2% |
| 7D | +2.4% | -9.3% | +11.7% | +4.0% |
| 30D | -3.3% | -18.9% | +15.6% | 0.0% |
| 3M | -43.6% | -58.4% | +14.8% | -35.8% |
| 6M | +19.0% | -30.3% | +49.3% | +23.9% |
| YTD | +37.4% | -8.1% | +45.5% | +35.6% |
| 1Y | +54.8% | +180.5% | -125.7% | +22.2% |
| All | -25.1% | +454.1% | -479.2% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling