+19.1%
ON vs SMR
-53.6%
+72.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -3.2% |
| 7D | +12.2% | -8.3% | +20.5% | +13.5% |
| 30D | -3.1% | -20.1% | +16.9% | -0.5% |
| 3M | -12.9% | -52.7% | +39.8% | -5.4% |
| 6M | -38.6% | -61.0% | +22.4% | -32.0% |
| YTD | +31.2% | -67.1% | +98.3% | +45.7% |
| 1Y | +47.6% | -79.9% | +127.5% | +71.9% |
| 3Y | +6.6% | +101.7% | -95.1% | -20.3% |
| All | +19.1% | -53.6% | +72.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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