+1,245.0%
ON vs ACWI
+356.8%
+888.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +0.5% | +1.9% | +1.7% |
| 30D | -3.3% | +0.9% | -4.2% | -4.5% |
| 3M | -43.6% | +2.4% | -46.0% | -44.6% |
| 6M | +19.0% | +12.4% | +6.6% | +2.4% |
| YTD | +37.4% | +15.2% | +22.2% | +14.0% |
| 1Y | +54.8% | +22.7% | +32.1% | +17.6% |
| 3Y | -25.2% | +75.8% | -101.0% | -64.9% |
| 5Y | +62.7% | +67.7% | -5.0% | -11.7% |
| 10Y | +574.3% | +229.0% | +345.3% | +71.5% |
| All | +1,245.0% | +356.8% | +888.2% | +152.4% |
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