+220.1%
C vs ON
+527.7%
-307.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.2% | -6.7% | -0.3% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | -5.4% | -10.9% | +5.5% | -2.5% |
| 3M | -9.2% | -14.9% | +5.7% | -5.7% |
| 6M | -1.8% | -33.0% | +31.2% | +5.7% |
| YTD | +6.7% | +27.6% | -20.9% | -8.7% |
| 1Y | +23.5% | +44.5% | -21.0% | +1.2% |
| 3Y | +219.8% | +7.4% | +212.4% | +165.0% |
| 5Y | +112.4% | +18.7% | +93.7% | +51.3% |
| 10Y | +220.1% | +516.0% | -295.9% | +12.0% |
| All | +220.1% | +527.7% | -307.6% | +12.0% |
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