+581.1%
ON vs B
+189.6%
+391.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.4% |
| 7D | +2.4% | -1.6% | +4.0% | +2.7% |
| 30D | -3.3% | +9.4% | -12.7% | -5.3% |
| 3M | -43.6% | +5.0% | -48.6% | -44.3% |
| 6M | +19.0% | -3.5% | +22.5% | +18.9% |
| YTD | +37.4% | +4.5% | +32.9% | +34.9% |
| 1Y | +54.8% | +67.8% | -13.0% | +38.8% |
| 3Y | -25.2% | +196.7% | -221.9% | -40.3% |
| 5Y | +62.7% | +151.9% | -89.2% | +30.4% |
| All | +581.1% | +189.6% | +391.6% | +441.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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