+162.5%
ON vs RF
+311.5%
-148.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.4% | -10.7% |
| 7D | -16.3% | -1.6% | -14.6% | -15.7% |
| 30D | -27.0% | +5.0% | -32.0% | -28.4% |
| 3M | -18.1% | -10.0% | -8.1% | -14.6% |
| 6M | -38.6% | +3.3% | -42.0% | -39.7% |
| YTD | +16.4% | +7.9% | +8.4% | +12.5% |
| 1Y | +25.8% | +21.2% | +4.6% | +16.4% |
| 3Y | -7.7% | +105.8% | -113.5% | -29.5% |
| 5Y | +6.6% | +43.7% | -37.2% | -7.6% |
| 10Y | +444.6% | +289.4% | +155.2% | +233.8% |
| All | +162.5% | +311.5% | -148.9% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling