+561.8%
ON vs ALB
+78.9%
+482.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -5.6% |
| 7D | -2.2% | -4.4% | +2.2% | -0.4% |
| 30D | -12.4% | -1.2% | -11.3% | -12.6% |
| 3M | -41.2% | -13.3% | -27.9% | -37.4% |
| 6M | +25.0% | -19.8% | +44.7% | +36.1% |
| YTD | +31.3% | -7.9% | +39.2% | +31.6% |
| 1Y | +45.4% | +60.2% | -14.7% | +8.3% |
| 3Y | -27.4% | -26.4% | -1.0% | -28.7% |
| 5Y | +58.5% | -42.5% | +101.0% | +69.1% |
| 10Y | +561.8% | +83.0% | +478.8% | +268.8% |
| All | +561.8% | +78.9% | +482.9% | +268.8% |
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