+43.4%
ON vs STLA
-59.1%
+102.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.6% |
| 7D | -4.1% | -4.9% | +0.8% | -2.8% |
| 30D | -10.2% | -4.9% | -5.3% | -9.2% |
| 3M | -12.7% | -23.7% | +10.9% | -6.4% |
| 6M | -32.5% | -45.0% | +12.4% | -21.0% |
| YTD | +28.6% | -60.9% | +89.4% | +57.1% |
| 1Y | +43.4% | -58.9% | +102.3% | +68.4% |
| All | +43.4% | -59.1% | +102.5% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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