+104.8%
COST vs ON
+53.0%
+51.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -5.3% | -11.0% | +5.8% | -4.2% |
| 3M | -6.7% | -39.3% | +32.7% | -2.6% |
| 6M | -9.9% | +19.8% | -29.8% | -15.1% |
| YTD | +5.1% | +31.1% | -25.9% | -2.5% |
| 1Y | -7.3% | +46.0% | -53.3% | -15.8% |
| 3Y | +70.4% | -27.5% | +97.9% | +67.6% |
| All | +104.8% | +53.0% | +51.8% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling