+49.6%
ON vs AU
+673.1%
-623.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.5% |
| 7D | -4.7% | -7.0% | +2.3% | -3.7% |
| 30D | -13.5% | +7.3% | -20.8% | -14.6% |
| 3M | -36.3% | +33.2% | -69.5% | -39.3% |
| 6M | +17.8% | -0.6% | +18.4% | +16.4% |
| YTD | +29.6% | +26.2% | +3.4% | +24.5% |
| 1Y | +45.8% | +68.3% | -22.5% | +35.7% |
| 3Y | -28.3% | +592.1% | -620.5% | -46.8% |
| 5Y | +49.6% | +685.3% | -635.6% | +5.2% |
| All | +49.6% | +673.1% | -623.5% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling