+561.8%
ON vs AR
+45.1%
+516.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.3% |
| 7D | -2.2% | -1.8% | -0.3% | -1.8% |
| 30D | -12.4% | +12.6% | -25.0% | -14.6% |
| 3M | -41.2% | +10.0% | -51.2% | -42.7% |
| 6M | +25.0% | +0.6% | +24.3% | +23.4% |
| YTD | +31.3% | +13.4% | +17.9% | +25.5% |
| 1Y | +45.4% | +21.7% | +23.7% | +36.5% |
| 3Y | -27.4% | +45.8% | -73.2% | -35.5% |
| 5Y | +58.5% | +144.3% | -85.8% | +23.3% |
| 10Y | +561.8% | +41.8% | +520.0% | +339.9% |
| All | +561.8% | +45.1% | +516.7% | +339.9% |
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