-9.1%
T vs ON
+56.1%
-65.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | -1.3% | +2.4% | -3.7% | -1.1% |
| 30D | +11.4% | -3.3% | +14.7% | +11.2% |
| 3M | +14.3% | -43.6% | +57.9% | +11.3% |
| 6M | -9.3% | +19.0% | -28.2% | -9.6% |
| YTD | +7.1% | +37.4% | -30.3% | +7.6% |
| 1Y | -9.1% | +54.8% | -63.9% | -8.5% |
| All | -9.1% | +56.1% | -65.2% | -8.5% |
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