+629.3%
ON vs AU
+699.0%
-69.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.5% |
| 7D | +2.4% | -4.3% | +6.6% | +2.9% |
| 30D | -8.6% | +7.3% | -15.9% | -9.5% |
| 3M | -34.3% | +26.3% | -60.7% | -36.3% |
| 6M | +28.5% | +1.8% | +26.8% | +27.3% |
| YTD | +40.6% | +26.8% | +13.8% | +36.2% |
| 1Y | +55.3% | +66.7% | -11.4% | +46.5% |
| 3Y | -22.2% | +579.1% | -601.3% | -37.5% |
| 5Y | +62.4% | +689.3% | -627.0% | +26.0% |
| All | +629.3% | +699.0% | -69.7% | +509.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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