+46.0%
ON vs Z
-64.1%
+110.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.2% |
| 7D | -1.9% | -7.1% | +5.2% | -2.4% |
| 30D | -11.0% | -4.8% | -6.3% | -11.2% |
| 3M | -39.3% | -9.3% | -30.0% | -38.1% |
| 6M | +19.8% | -29.0% | +48.8% | +24.5% |
| YTD | +31.1% | -52.9% | +84.0% | +45.5% |
| 1Y | +46.0% | -63.1% | +109.1% | +72.0% |
| All | +46.0% | -64.1% | +110.1% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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