-9.4%
T vs ON
+49.7%
-59.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +17.0% | -15.4% | +2.6% |
| 30D | -2.9% | -3.9% | +0.9% | -3.1% |
| 3M | -7.5% | -11.5% | +4.0% | -8.2% |
| 6M | -9.9% | -29.2% | +19.3% | -11.5% |
| YTD | -6.4% | +36.2% | -42.6% | -5.0% |
| 1Y | -9.4% | +49.6% | -59.0% | -7.7% |
| All | -9.4% | +49.7% | -59.1% | -7.7% |
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