+206.8%
ON vs APA
+220.5%
-13.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +4.5% |
| 7D | +3.3% | +5.1% | -1.7% | +1.7% |
| 30D | -3.1% | +0.3% | -3.4% | -3.6% |
| 3M | -9.2% | +15.6% | -24.9% | -14.4% |
| 6M | -31.4% | +28.9% | -60.3% | -38.6% |
| YTD | +36.0% | +96.6% | -60.6% | +2.2% |
| 1Y | +52.0% | +95.5% | -43.5% | +14.2% |
| 3Y | +9.3% | +41.8% | -32.6% | -12.1% |
| 5Y | +26.5% | +85.4% | -58.9% | -12.8% |
| 10Y | +556.1% | +4.5% | +551.6% | +291.4% |
| All | +206.8% | +220.5% | -13.7% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 all: compounded portfolio wealth divided by compounded APA 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…
all analysis · Full analysis span regression · 6 months rolling