+546.8%
ON vs ALB
+34.2%
+512.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +17.0% | -3.6% | +20.6% | +18.9% |
| 30D | -3.9% | -2.9% | -1.0% | -2.9% |
| 3M | -11.5% | -25.8% | +14.3% | +0.2% |
| 6M | -29.2% | -53.6% | +24.4% | -0.2% |
| YTD | +36.2% | -32.4% | +68.5% | +56.4% |
| 1Y | +49.6% | -13.0% | +62.7% | +51.4% |
| 3Y | +9.4% | -15.0% | +24.4% | -2.1% |
| 5Y | +25.8% | -63.5% | +89.3% | +64.9% |
| All | +546.8% | +34.2% | +512.5% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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