+52.0%
ON vs Q
+28.9%
+23.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +4.1% |
| 7D | +3.3% | +6.6% | -3.2% | -0.7% |
| 30D | -3.1% | +2.7% | -5.9% | -4.9% |
| 3M | -9.2% | -8.4% | -0.9% | -4.1% |
| 6M | -31.4% | -17.3% | -14.0% | -21.2% |
| YTD | +36.0% | +55.3% | -19.3% | +21.0% |
| 1Y | +52.0% | +31.5% | +20.6% | +41.5% |
| All | +52.0% | +28.9% | +23.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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