+2,942.1%
COST vs ON
+185.7%
+2,756.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.7% |
| 7D | +5.0% | +12.2% | -7.2% | +3.7% |
| 30D | +12.8% | -3.1% | +16.0% | +12.9% |
| 3M | +15.2% | -12.9% | +28.1% | +16.2% |
| 6M | +7.4% | -38.6% | +46.0% | +11.0% |
| YTD | +29.0% | +31.2% | -2.2% | +21.7% |
| 1Y | +20.3% | +47.6% | -27.4% | +11.8% |
| 3Y | +99.0% | +6.6% | +92.4% | +86.1% |
| 5Y | +125.7% | +21.3% | +104.4% | +103.2% |
| 10Y | +775.3% | +533.3% | +242.0% | +523.5% |
| All | +2,942.1% | +185.7% | +2,756.5% | +1,943.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling