-4.4%
ON vs U
+81.5%
-85.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.7% |
| 7D | -11.7% | +36.6% | -48.2% | -18.1% |
| 30D | -23.3% | +13.3% | -36.6% | -25.9% |
| 3M | -19.2% | +26.2% | -45.3% | -23.9% |
| 6M | -40.1% | +88.7% | -128.9% | -49.0% |
| YTD | +16.9% | +16.6% | +0.3% | +9.0% |
| 1Y | +29.7% | +29.0% | +0.8% | +16.8% |
| 3Y | -4.4% | +99.5% | -103.9% | -33.4% |
| All | -4.4% | +81.5% | -85.9% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling