+516.0%
ON vs ALL
+367.3%
+148.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.3% |
| 7D | -1.4% | -3.9% | +2.4% | +0.2% |
| 30D | -10.9% | +10.6% | -21.5% | -15.1% |
| 3M | -14.9% | -4.6% | -10.3% | -13.9% |
| 6M | -33.0% | +20.2% | -53.2% | -41.2% |
| YTD | +27.6% | +23.7% | +3.9% | +9.5% |
| 1Y | +44.5% | +27.9% | +16.6% | +21.6% |
| 3Y | +7.4% | +109.2% | -101.8% | -38.2% |
| 5Y | +18.7% | +148.0% | -129.2% | -43.7% |
| 10Y | +516.0% | +363.8% | +152.2% | +98.3% |
| All | +516.0% | +367.3% | +148.6% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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