+54.8%
ON vs U
+6.4%
+48.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +2.4% | -3.8% | +6.2% | +2.8% |
| 30D | -3.3% | +17.5% | -20.7% | -4.9% |
| 3M | -43.6% | +38.7% | -82.3% | -45.3% |
| 6M | +19.0% | +104.4% | -85.5% | +11.0% |
| YTD | +37.4% | -5.7% | +43.0% | +41.5% |
| 1Y | +54.8% | +3.7% | +51.1% | +54.3% |
| All | +54.8% | +6.4% | +48.4% | +54.3% |
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