+546.8%
ON vs AR
+57.2%
+489.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +17.0% | +6.4% | +10.6% | +15.6% |
| 30D | -3.9% | +3.1% | -7.0% | -4.5% |
| 3M | -11.5% | +3.3% | -14.8% | -12.3% |
| 6M | -29.2% | +6.6% | -35.7% | -30.7% |
| YTD | +36.2% | +12.3% | +23.8% | +30.3% |
| 1Y | +49.6% | +12.3% | +37.3% | +43.0% |
| 3Y | +9.4% | +50.4% | -41.0% | -3.3% |
| 5Y | +25.8% | +101.0% | -75.2% | +1.8% |
| All | +546.8% | +57.2% | +489.5% | +317.1% |
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