-4.9%
ON vs PR
+61.1%
-66.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.9% | -6.7% | -9.5% |
| 7D | -16.3% | -16.5% | +0.3% | -9.9% |
| 30D | -27.0% | -4.5% | -22.5% | -25.9% |
| 3M | -18.1% | +8.5% | -26.6% | -21.6% |
| 6M | -38.6% | -3.3% | -35.3% | -38.7% |
| YTD | +16.4% | +55.7% | -39.3% | -10.0% |
| 1Y | +25.8% | +82.0% | -56.2% | -11.3% |
| All | -4.9% | +61.1% | -66.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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