+62.9%
ON vs RF
+89.8%
-26.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | +1.3% | +1.1% | +1.5% |
| 30D | -3.3% | -3.6% | +0.3% | -1.0% |
| 3M | -43.6% | +8.1% | -51.7% | -47.0% |
| 6M | +19.0% | +11.5% | +7.5% | +9.1% |
| YTD | +37.4% | +15.6% | +21.8% | +22.2% |
| 1Y | +54.8% | +15.7% | +39.1% | +37.1% |
| 3Y | -25.2% | +86.9% | -112.1% | -52.7% |
| All | +62.9% | +89.8% | -26.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 5y: compounded portfolio wealth divided by compounded RF 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…
5y analysis · Full analysis span regression · 6 months rolling