+47.6%
ON vs SPXU
-30.4%
+77.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -6.1% |
| 7D | -5.8% | +2.2% | -8.0% | -3.7% |
| 30D | -17.1% | +3.8% | -20.9% | -13.5% |
| 3M | -11.8% | +3.3% | -15.1% | -7.4% |
| 6M | -30.2% | -16.7% | -13.5% | -34.6% |
| YTD | +31.6% | -28.6% | +60.2% | +11.7% |
| 1Y | +47.6% | -30.6% | +78.1% | +24.2% |
| All | +47.6% | -30.4% | +77.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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