+491.7%
ON vs BIL
+30.8%
+460.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.7% |
| 7D | -11.7% | -0.3% | -11.4% | -13.3% |
| 30D | -23.3% | 0.0% | -23.3% | -23.2% |
| 3M | -19.2% | +0.6% | -19.8% | -15.5% |
| 6M | -40.1% | +1.5% | -41.7% | -33.0% |
| YTD | +16.9% | +2.8% | +14.2% | +42.4% |
| 1Y | +29.7% | +3.3% | +26.4% | +64.8% |
| 3Y | -4.4% | +13.5% | -17.9% | +136.2% |
| 5Y | +7.1% | +19.8% | -12.7% | +287.1% |
| 10Y | +447.2% | +25.6% | +421.6% | +2,718.8% |
| All | +491.7% | +30.8% | +460.9% | +2,867.1% |
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 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