+58.5%
ON vs Z
-67.0%
+125.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | -2.5% |
| 7D | -2.2% | -3.3% | +1.1% | -1.2% |
| 30D | -12.4% | -3.7% | -8.7% | -12.0% |
| 3M | -41.2% | -7.0% | -34.2% | -41.2% |
| 6M | +25.0% | -29.5% | +54.5% | +36.2% |
| YTD | +31.3% | -52.6% | +83.8% | +61.6% |
| 1Y | +45.4% | -64.0% | +109.4% | +97.0% |
| 3Y | -27.4% | -36.4% | +9.0% | -23.8% |
| 5Y | +58.5% | -65.8% | +124.2% | +47.2% |
| All | +58.5% | -67.0% | +125.5% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling