+54.8%
ON vs TRU
-7.3%
+62.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +6.9% | +0.7% |
| 7D | +2.4% | -6.8% | +9.2% | +2.0% |
| 30D | -3.3% | 0.0% | -3.3% | -3.3% |
| 3M | -43.6% | +13.3% | -56.9% | -43.5% |
| 6M | +19.0% | +3.4% | +15.5% | +20.1% |
| YTD | +37.4% | -6.4% | +43.7% | +40.9% |
| 1Y | +54.8% | -9.7% | +64.5% | +56.8% |
| All | +54.8% | -7.3% | +62.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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