+516.0%
ON vs ALB
+38.2%
+477.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.2% |
| 7D | -1.4% | +9.5% | -10.9% | -5.8% |
| 30D | -10.9% | -2.1% | -8.7% | -10.3% |
| 3M | -14.9% | -24.1% | +9.3% | -4.5% |
| 6M | -33.0% | -51.0% | +18.0% | -7.9% |
| YTD | +27.6% | -29.3% | +57.0% | +43.7% |
| 1Y | +44.5% | +3.2% | +41.3% | +34.7% |
| 3Y | +7.4% | -9.3% | +16.7% | -6.6% |
| 5Y | +18.7% | -61.6% | +80.4% | +52.1% |
| 10Y | +516.0% | +40.8% | +475.2% | +307.9% |
| All | +516.0% | +38.2% | +477.7% | +307.9% |
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