+217.2%
ON vs AU
+756.4%
-539.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.4% |
| 7D | +2.4% | -4.3% | +6.6% | +3.0% |
| 30D | -8.6% | +7.3% | -15.9% | -9.7% |
| 3M | -34.3% | +26.3% | -60.7% | -36.8% |
| 6M | +28.5% | +1.8% | +26.8% | +27.1% |
| YTD | +40.6% | +26.8% | +13.8% | +34.5% |
| 1Y | +55.3% | +66.7% | -11.4% | +42.7% |
| 3Y | -22.2% | +579.1% | -601.3% | -43.1% |
| 5Y | +62.4% | +689.3% | -627.0% | +13.2% |
| 10Y | +642.1% | +686.6% | -44.5% | +378.6% |
| All | +217.2% | +756.4% | -539.2% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling