+49.6%
ON vs BG
+88.4%
-38.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -4.7% | +3.7% | -8.4% | -6.0% |
| 30D | -13.5% | +12.3% | -25.8% | -17.2% |
| 3M | -36.3% | -2.2% | -34.1% | -36.2% |
| 6M | +17.8% | +5.3% | +12.4% | +14.3% |
| YTD | +29.6% | +42.4% | -12.8% | +11.7% |
| 1Y | +45.8% | +55.2% | -9.4% | +20.5% |
| 3Y | -28.3% | +21.0% | -49.3% | -36.0% |
| 5Y | +49.6% | +87.1% | -37.5% | -2.3% |
| All | +49.6% | +88.4% | -38.7% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling