+591.8%
ON vs A
+236.6%
+355.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.0% |
| 7D | -1.9% | -4.4% | +2.5% | +1.6% |
| 30D | -11.0% | -2.7% | -8.4% | -9.5% |
| 3M | -39.3% | +7.0% | -46.4% | -43.0% |
| 6M | +19.8% | +24.6% | -4.8% | -3.3% |
| YTD | +31.1% | +7.0% | +24.1% | +19.7% |
| 1Y | +46.0% | +15.6% | +30.4% | +23.7% |
| 3Y | -27.5% | +29.9% | -57.4% | -46.1% |
| 5Y | +56.9% | -15.4% | +72.3% | +67.2% |
| 10Y | +591.8% | +248.9% | +343.0% | +171.7% |
| All | +591.8% | +236.6% | +355.2% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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