+595.1%
ON vs BIL
+30.4%
+564.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.2% |
| 7D | +2.4% | +0.1% | +2.4% | +3.1% |
| 30D | -3.3% | +0.3% | -3.6% | -0.9% |
| 3M | -43.6% | +0.9% | -44.5% | -39.4% |
| 6M | +19.0% | +1.8% | +17.1% | +35.9% |
| YTD | +37.4% | +2.4% | +34.9% | +63.8% |
| 1Y | +54.8% | +3.7% | +51.0% | +102.0% |
| 3Y | -25.2% | +14.2% | -39.3% | +92.8% |
| 5Y | +62.7% | +19.4% | +43.3% | +475.2% |
| 10Y | +574.3% | +25.2% | +549.1% | +3,305.0% |
| All | +595.1% | +30.4% | +564.8% | +3,310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling