+629.3%
ON vs BG
+166.7%
+462.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.7% | +10.3% | +9.4% |
| 7D | +2.4% | +3.1% | -0.8% | +0.5% |
| 30D | -8.6% | +10.2% | -18.8% | -13.5% |
| 3M | -34.3% | -1.7% | -32.7% | -34.6% |
| 6M | +28.5% | +1.0% | +27.5% | +25.5% |
| YTD | +40.6% | +39.9% | +0.7% | +15.0% |
| 1Y | +55.3% | +53.2% | +2.1% | +19.5% |
| 3Y | -22.2% | +16.3% | -38.5% | -32.6% |
| 5Y | +62.4% | +83.9% | -21.5% | +1.6% |
| All | +629.3% | +166.7% | +462.6% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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