+561.8%
ON vs BIL
+25.3%
+536.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -2.2% | +0.1% | -2.2% | -1.6% |
| 30D | -12.4% | +0.3% | -12.7% | -10.6% |
| 3M | -41.2% | +0.9% | -42.1% | -37.2% |
| 6M | +25.0% | +1.8% | +23.2% | +40.4% |
| YTD | +31.3% | +2.5% | +28.8% | +52.7% |
| 1Y | +45.4% | +3.7% | +41.7% | +81.5% |
| 3Y | -27.4% | +14.1% | -41.5% | +27.7% |
| 5Y | +58.5% | +19.4% | +39.1% | +188.1% |
| 10Y | +561.8% | +25.3% | +536.6% | +1,343.2% |
| All | +561.8% | +25.3% | +536.6% | +1,343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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