+591.8%
ON vs BB
+2.1%
+589.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -1.9% | +1.8% | -3.7% | -2.4% |
| 30D | -11.0% | -12.2% | +1.2% | -7.9% |
| 3M | -39.3% | -12.3% | -27.0% | -38.5% |
| 6M | +19.8% | +122.7% | -102.9% | -7.5% |
| YTD | +31.1% | +104.5% | -73.4% | +3.5% |
| 1Y | +46.0% | +106.7% | -60.7% | +14.2% |
| 3Y | -27.5% | +70.0% | -97.5% | -44.5% |
| 5Y | +56.9% | -27.8% | +84.7% | +44.3% |
| 10Y | +591.8% | +2.4% | +589.4% | +315.1% |
| All | +591.8% | +2.1% | +589.7% | +315.1% |
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