+18.7%
ON vs BB
-18.0%
+36.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.5% | +3.7% | +7.2% |
| 7D | -1.4% | +15.0% | -16.4% | -6.1% |
| 30D | -10.9% | +3.5% | -14.3% | -12.2% |
| 3M | -14.9% | +2.7% | -17.5% | -16.6% |
| 6M | -33.0% | +44.7% | -77.8% | -44.1% |
| YTD | +27.6% | +143.3% | -115.6% | -13.1% |
| 1Y | +44.5% | +102.2% | -57.7% | +4.6% |
| 3Y | +7.4% | +156.1% | -148.7% | -35.7% |
| 5Y | +18.7% | -17.6% | +36.4% | +15.5% |
| All | +18.7% | -18.0% | +36.7% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling