+520.4%
ON vs BIL
+25.6%
+494.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.8% |
| 7D | -4.1% | +0.1% | -4.2% | -3.8% |
| 30D | -10.2% | 0.0% | -10.2% | -10.0% |
| 3M | -12.7% | +0.6% | -13.4% | -8.8% |
| 6M | -32.5% | +1.5% | -34.1% | -25.2% |
| YTD | +28.6% | +2.8% | +25.8% | +52.0% |
| 1Y | +43.4% | +3.3% | +40.1% | +74.7% |
| 3Y | +3.3% | +13.4% | -10.1% | +73.5% |
| 5Y | +22.5% | +19.8% | +2.7% | +106.9% |
| All | +520.4% | +25.6% | +494.8% | +1,052.1% |
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