+523.3%
ON vs BB
+21.8%
+501.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.9% |
| 7D | +12.2% | +1.8% | +10.4% | +11.8% |
| 30D | -3.1% | +8.1% | -11.3% | -5.4% |
| 3M | -12.9% | -1.0% | -11.9% | -13.3% |
| 6M | -38.6% | +45.9% | -84.5% | -46.5% |
| YTD | +31.2% | +134.8% | -103.6% | -0.9% |
| 1Y | +47.6% | +104.6% | -57.0% | +15.4% |
| 3Y | +6.6% | +152.8% | -146.2% | -26.4% |
| 5Y | +21.3% | -17.4% | +38.7% | +7.3% |
| All | +523.3% | +21.8% | +501.6% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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