+45.4%
ON vs U
-3.2%
+48.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.1% | -4.7% |
| 7D | -2.2% | +4.5% | -6.6% | -2.6% |
| 30D | -12.4% | -0.6% | -11.8% | -12.5% |
| 3M | -41.2% | +48.4% | -89.6% | -43.4% |
| 6M | +25.0% | +115.4% | -90.4% | +16.2% |
| YTD | +31.3% | -3.2% | +34.5% | +35.1% |
| 1Y | +45.4% | -6.0% | +51.5% | +48.1% |
| All | +45.4% | -3.2% | +48.6% | +48.1% |
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