+552.3%
ON vs PR
+147.8%
+404.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.9% | -6.7% | -10.7% |
| 7D | -16.3% | -16.5% | +0.3% | -13.5% |
| 30D | -27.0% | -4.5% | -22.5% | -26.5% |
| 3M | -18.1% | +8.5% | -26.6% | -19.5% |
| 6M | -38.6% | -3.3% | -35.3% | -38.6% |
| YTD | +16.4% | +55.7% | -39.3% | +6.3% |
| 1Y | +25.8% | +82.0% | -56.2% | +11.5% |
| 3Y | -7.7% | +62.5% | -70.1% | -16.7% |
| 5Y | +6.6% | +223.9% | -217.4% | -16.8% |
| 10Y | +444.6% | +64.2% | +380.4% | +246.6% |
| All | +552.3% | +147.8% | +404.5% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling