-24.5%
ON vs BIL
+14.1%
-38.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.7% |
| 7D | +2.4% | +0.1% | +2.4% | +4.4% |
| 30D | -3.3% | +0.3% | -3.6% | +4.0% |
| 3M | -43.6% | +0.9% | -44.5% | -30.3% |
| 6M | +19.0% | +1.8% | +17.1% | +68.4% |
| YTD | +37.4% | +2.4% | +34.9% | +111.5% |
| 1Y | +54.8% | +3.7% | +51.0% | +185.8% |
| All | -24.5% | +14.1% | -38.6% | +204.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling