+1,966.1%
ON vs BG
+1,131.5%
+834.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +2.4% | +2.8% | -0.4% | +1.0% |
| 30D | -3.3% | +12.0% | -15.3% | -8.6% |
| 3M | -43.6% | -7.7% | -35.9% | -42.0% |
| 6M | +19.0% | +4.5% | +14.5% | +14.7% |
| YTD | +37.4% | +35.7% | +1.7% | +16.9% |
| 1Y | +54.8% | +50.1% | +4.7% | +24.4% |
| 3Y | -25.2% | +12.6% | -37.8% | -33.1% |
| 5Y | +62.7% | +75.4% | -12.7% | +14.6% |
| 10Y | +574.3% | +150.5% | +423.9% | +283.5% |
| All | +1,966.1% | +1,131.5% | +834.6% | +780.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling