+47.6%
ON vs U
+17.5%
+30.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -2.4% |
| 7D | -5.8% | +7.5% | -13.3% | -6.5% |
| 30D | -17.1% | -7.0% | -10.0% | -16.6% |
| 3M | -11.8% | +20.6% | -32.4% | -13.1% |
| 6M | -30.2% | +53.2% | -83.4% | -32.4% |
| YTD | +31.6% | -3.9% | +35.4% | +35.4% |
| 1Y | +47.6% | +18.4% | +29.2% | +44.0% |
| All | +47.6% | +17.5% | +30.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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