+23.0%
QQQ vs ON
+57.2%
-34.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.6% | -0.8% |
| 7D | -0.6% | +2.4% | -2.9% | -1.1% |
| 30D | -1.2% | -8.6% | +7.4% | +0.4% |
| 3M | -0.2% | -34.3% | +34.1% | +6.5% |
| 6M | +17.9% | +28.5% | -10.6% | +9.7% |
| YTD | +16.6% | +40.6% | -24.0% | +6.1% |
| 1Y | +23.0% | +55.3% | -32.3% | +8.9% |
| All | +23.0% | +57.2% | -34.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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