+556.1%
ON vs ALB
+35.3%
+520.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.3% |
| 7D | +3.3% | +1.1% | +2.3% | +2.5% |
| 30D | -3.1% | -2.6% | -0.6% | -2.3% |
| 3M | -9.2% | -25.6% | +16.3% | +2.6% |
| 6M | -31.4% | -54.0% | +22.7% | -2.8% |
| YTD | +36.0% | -31.6% | +67.5% | +55.3% |
| 1Y | +52.0% | -6.6% | +58.6% | +48.5% |
| 3Y | +9.3% | -14.0% | +23.3% | -2.7% |
| 5Y | +26.5% | -62.5% | +89.0% | +63.7% |
| 10Y | +556.1% | +36.3% | +519.9% | +336.3% |
| All | +556.1% | +35.3% | +520.8% | +336.3% |
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