+7.8%
ON vs U
-66.8%
+74.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -1.0% |
| 7D | -11.7% | +36.6% | -48.2% | -19.6% |
| 30D | -23.3% | +13.3% | -36.6% | -26.6% |
| 3M | -19.2% | +26.2% | -45.3% | -25.1% |
| 6M | -40.1% | +88.7% | -128.9% | -50.9% |
| YTD | +16.9% | +16.6% | +0.3% | +4.8% |
| 1Y | +29.7% | +29.0% | +0.8% | +12.3% |
| 3Y | -4.4% | +99.5% | -103.9% | -34.6% |
| All | +7.8% | -66.8% | +74.6% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling