+521.8%
NOW vs ON
+570.5%
-48.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.6% | +1.6% |
| 7D | -5.6% | +3.3% | -8.9% | -6.5% |
| 30D | -26.8% | -3.1% | -23.6% | -26.4% |
| 3M | -19.4% | -9.2% | -10.2% | -18.3% |
| 6M | +12.3% | -31.4% | +43.7% | +16.7% |
| YTD | -32.9% | +36.0% | -68.9% | -45.7% |
| 1Y | -40.3% | +52.0% | -92.3% | -53.7% |
| 3Y | -19.1% | +9.3% | -28.3% | -35.9% |
| 5Y | -24.4% | +26.5% | -50.9% | -46.2% |
| 10Y | +521.8% | +556.1% | -34.3% | +106.9% |
| All | +521.8% | +570.5% | -48.7% | +106.9% |
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