+206.8%
ON vs BEN
+639.3%
-432.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.7% |
| 7D | +3.3% | +7.2% | -3.8% | -1.3% |
| 30D | -3.1% | +14.1% | -17.2% | -11.6% |
| 3M | -9.2% | +9.9% | -19.2% | -14.9% |
| 6M | -31.4% | +17.4% | -48.7% | -38.8% |
| YTD | +36.0% | +57.3% | -21.3% | -2.4% |
| 1Y | +52.0% | +66.9% | -14.9% | +4.8% |
| 3Y | +9.3% | +85.7% | -76.4% | -32.8% |
| 5Y | +26.5% | +31.2% | -4.7% | +0.9% |
| 10Y | +556.1% | +61.0% | +495.1% | +318.3% |
| All | +206.8% | +639.3% | -432.6% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling