+69.8%
ON vs PL
+84.9%
-15.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.2% |
| 7D | +2.4% | -9.3% | +11.7% | +4.2% |
| 30D | -3.3% | -18.9% | +15.6% | +0.5% |
| 3M | -43.6% | -58.4% | +14.8% | -34.5% |
| 6M | +19.0% | -30.3% | +49.3% | +23.8% |
| YTD | +37.4% | -8.1% | +45.5% | +34.0% |
| 1Y | +54.8% | +180.5% | -125.7% | +15.9% |
| 3Y | -25.2% | +444.1% | -469.3% | -57.7% |
| 5Y | +62.7% | +83.0% | -20.3% | -6.2% |
| All | +69.8% | +84.9% | -15.1% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling