+606.1%
COST vs ON
+655.4%
-49.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | -0.7% |
| 7D | -1.2% | +2.4% | -3.6% | -1.5% |
| 30D | -4.7% | -8.6% | +3.9% | -3.9% |
| 3M | -7.1% | -34.3% | +27.2% | -3.7% |
| 6M | -8.5% | +28.5% | -37.1% | -13.8% |
| YTD | +5.4% | +40.6% | -35.2% | -2.2% |
| 1Y | -5.6% | +55.3% | -61.0% | -14.0% |
| 3Y | +68.5% | -22.2% | +90.7% | +62.9% |
| 5Y | +105.2% | +62.4% | +42.9% | +73.9% |
| All | +606.1% | +655.4% | -49.3% | +389.1% |
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