-9.8%
ON vs AS
+134.9%
-144.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -11.7% | +6.9% | -18.6% | -13.8% |
| 30D | -23.3% | +16.0% | -39.3% | -27.3% |
| 3M | -19.2% | -12.8% | -6.3% | -15.6% |
| 6M | -40.1% | -15.4% | -24.8% | -37.1% |
| YTD | +16.9% | -15.7% | +32.7% | +22.0% |
| 1Y | +29.7% | +6.1% | +23.7% | +24.2% |
| All | -9.8% | +134.9% | -144.7% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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