-27.5%
ON vs TRU
-2.1%
-25.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | -1.9% | -6.5% | +4.6% | +0.3% |
| 30D | -11.0% | -2.5% | -8.5% | -10.6% |
| 3M | -39.3% | +10.4% | -49.7% | -43.1% |
| 6M | +19.8% | +1.6% | +18.2% | +15.5% |
| YTD | +31.1% | -9.7% | +40.8% | +31.9% |
| 1Y | +46.0% | -17.3% | +63.2% | +52.6% |
| All | -27.5% | -2.1% | -25.3% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling