+207.2%
C vs ON
+557.7%
-350.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +4.7% | +17.0% | -12.3% | -0.3% |
| 30D | +0.2% | -3.9% | +4.0% | +0.9% |
| 3M | -9.3% | -11.5% | +2.2% | -7.0% |
| 6M | -0.8% | -29.2% | +28.3% | +5.0% |
| YTD | +8.5% | +36.2% | -27.6% | -9.0% |
| 1Y | +23.1% | +49.6% | -26.6% | -0.3% |
| 3Y | +220.8% | +9.4% | +211.4% | +164.8% |
| 5Y | +112.4% | +25.8% | +86.6% | +48.6% |
| All | +207.2% | +557.7% | -350.5% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling