+523.3%
ON vs AR
+57.4%
+466.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +12.2% | +7.4% | +4.9% | +10.6% |
| 30D | -3.1% | +5.8% | -8.9% | -4.3% |
| 3M | -12.9% | +5.2% | -18.1% | -13.9% |
| 6M | -38.6% | +5.4% | -44.0% | -39.8% |
| YTD | +31.2% | +12.4% | +18.8% | +25.6% |
| 1Y | +47.6% | +12.8% | +34.8% | +41.0% |
| 3Y | +6.6% | +47.2% | -40.6% | -5.4% |
| 5Y | +21.3% | +101.1% | -79.9% | -1.9% |
| All | +523.3% | +57.4% | +466.0% | +302.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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