+297.3%
T vs ON
+179.8%
+117.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +2.6% | -4.1% | +6.7% | +2.8% |
| 30D | -1.1% | -10.2% | +9.1% | -0.4% |
| 3M | -7.7% | -12.7% | +5.0% | -7.1% |
| 6M | -10.6% | -32.5% | +21.9% | -9.2% |
| YTD | -7.5% | +28.6% | -36.0% | -11.1% |
| 1Y | -7.4% | +43.4% | -50.8% | -12.0% |
| 3Y | +63.1% | +3.3% | +59.8% | +55.2% |
| 5Y | +55.2% | +22.5% | +32.7% | +41.6% |
| 10Y | +58.8% | +535.7% | -476.9% | +20.1% |
| All | +297.3% | +179.8% | +117.5% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling