+58.5%
ON vs BEN
+42.4%
+16.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -2.2% | +4.7% | -6.8% | -5.6% |
| 30D | -12.4% | +2.6% | -15.0% | -14.3% |
| 3M | -41.2% | +11.5% | -52.7% | -46.4% |
| 6M | +25.0% | +35.3% | -10.3% | -3.0% |
| YTD | +31.3% | +48.6% | -17.4% | -6.0% |
| 1Y | +45.4% | +46.7% | -1.3% | +5.0% |
| 3Y | -27.4% | +57.0% | -84.4% | -53.4% |
| 5Y | +58.5% | +41.8% | +16.7% | +9.5% |
| All | +58.5% | +42.4% | +16.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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