+18.5%
SPY vs ON
+45.3%
-26.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.4% | -1.9% | +1.5% | -0.2% |
| 30D | -1.4% | -11.0% | +9.7% | -0.1% |
| 3M | +3.7% | -39.3% | +43.0% | +8.7% |
| 6M | +13.0% | +19.8% | -6.8% | +6.5% |
| YTD | +12.4% | +31.1% | -18.7% | +4.2% |
| 1Y | +18.5% | +46.0% | -27.5% | +7.6% |
| All | +18.5% | +45.3% | -26.8% | +7.6% |
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