+24.7%
ON vs SMR
-3.5%
+28.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +2.4% | +4.4% | -2.0% | +1.9% |
| 30D | -3.3% | +3.4% | -6.7% | -3.9% |
| 3M | -43.6% | -19.2% | -24.4% | -42.3% |
| 6M | +19.0% | -22.6% | +41.6% | +21.0% |
| YTD | +37.4% | -31.5% | +68.9% | +40.4% |
| 1Y | +54.8% | -73.1% | +127.8% | +71.6% |
| 3Y | -25.2% | +55.0% | -80.1% | -39.7% |
| All | +24.7% | -3.5% | +28.2% | +6.0% |
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