+1,044.8%
ON vs ACWI
+330.0%
+714.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -11.7% | -2.4% | -9.3% | -8.1% |
| 30D | -23.3% | -5.2% | -18.1% | -16.2% |
| 3M | -19.2% | -4.8% | -14.3% | -11.9% |
| 6M | -40.1% | -1.3% | -38.8% | -36.9% |
| YTD | +16.9% | +8.4% | +8.5% | +7.6% |
| 1Y | +29.7% | +11.0% | +18.7% | +15.3% |
| 3Y | -4.4% | +70.6% | -75.0% | -52.4% |
| 5Y | +7.1% | +55.3% | -48.2% | -34.3% |
| 10Y | +447.2% | +223.2% | +224.0% | +46.1% |
| All | +1,044.8% | +330.0% | +714.9% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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