+223.5%
C vs ON
+461.8%
-238.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.4% | -11.7% | +9.3% | +1.2% |
| 30D | -6.0% | -23.3% | +17.3% | +1.5% |
| 3M | -10.5% | -19.2% | +8.6% | -5.6% |
| 6M | -5.7% | -40.1% | +34.4% | +5.1% |
| YTD | +4.1% | +16.9% | -12.8% | -8.4% |
| 1Y | +20.5% | +29.7% | -9.2% | +2.1% |
| 3Y | +208.1% | -4.4% | +212.5% | +165.2% |
| 5Y | +110.4% | +7.1% | +103.4% | +55.1% |
| All | +223.5% | +461.8% | -238.2% | +16.5% |
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 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