+65.4%
ON vs S
-52.7%
+118.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | 0.0% |
| 7D | -11.7% | -13.4% | +1.8% | -7.8% |
| 30D | -23.3% | -14.0% | -9.3% | -20.0% |
| 3M | -19.2% | +4.9% | -24.0% | -21.5% |
| 6M | -40.1% | +42.0% | -82.2% | -47.9% |
| YTD | +16.9% | +45.1% | -28.2% | -0.4% |
| 1Y | +29.7% | +33.1% | -3.3% | +13.0% |
| 3Y | -4.4% | +40.6% | -45.0% | -22.0% |
| 5Y | +7.1% | -67.5% | +74.5% | +13.4% |
| All | +65.4% | -52.7% | +118.1% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling