-27.4%
ON vs USFR
+14.0%
-41.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.0% |
| 7D | -2.2% | +0.1% | -2.2% | -1.5% |
| 30D | -12.4% | +0.3% | -12.7% | -9.1% |
| 3M | -41.2% | +1.0% | -42.2% | -34.3% |
| 6M | +25.0% | +1.9% | +23.1% | +51.3% |
| YTD | +31.3% | +2.7% | +28.6% | +67.5% |
| 1Y | +45.4% | +4.0% | +41.4% | +104.6% |
| 3Y | -27.4% | +14.0% | -41.4% | +99.0% |
| All | -27.4% | +14.0% | -41.4% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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