+20.0%
ON vs U
-73.3%
+93.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.2% | -8.9% | -5.0% |
| 7D | +12.2% | +2.6% | +9.7% | +11.3% |
| 30D | -3.1% | +27.6% | -30.7% | -10.3% |
| 3M | -12.9% | +15.3% | -28.2% | -17.3% |
| 6M | -38.6% | +96.4% | -135.0% | -50.3% |
| YTD | +31.2% | +19.6% | +11.7% | +16.7% |
| 1Y | +47.6% | +42.1% | +5.5% | +24.2% |
| 3Y | +6.6% | +87.5% | -80.9% | -25.7% |
| All | +20.0% | -73.3% | +93.4% | +25.7% |
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