+10.6%
ON vs STM
+15.7%
-5.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | +17.0% | +16.3% | +0.7% | +4.0% |
| 30D | -3.9% | -6.3% | +2.4% | +0.8% |
| 3M | -11.5% | -14.1% | +2.6% | -0.9% |
| 6M | -29.2% | -19.6% | -9.6% | -18.4% |
| YTD | +36.2% | +80.1% | -44.0% | -19.7% |
| 1Y | +49.6% | +95.4% | -45.7% | -17.3% |
| All | +10.6% | +15.7% | -5.0% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 3y: compounded portfolio wealth divided by compounded STM 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…
3y analysis · Full analysis span regression · 6 months rolling