+47.6%
ON vs S
+36.5%
+11.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | -5.8% | -8.2% | +2.4% | -5.3% |
| 30D | -17.1% | -7.6% | -9.5% | -16.8% |
| 3M | -11.8% | +12.0% | -23.8% | -12.0% |
| 6M | -30.2% | +50.6% | -80.8% | -31.8% |
| YTD | +31.6% | +56.6% | -25.0% | +26.0% |
| 1Y | +47.6% | +39.2% | +8.3% | +43.9% |
| All | +47.6% | +36.5% | +11.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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