+591.8%
ON vs BN
+257.9%
+333.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.5% |
| 7D | -1.9% | -3.0% | +1.1% | +0.7% |
| 30D | -11.0% | -13.0% | +2.0% | 0.0% |
| 3M | -39.3% | -15.2% | -24.1% | -30.3% |
| 6M | +19.8% | -5.9% | +25.8% | +24.5% |
| YTD | +31.1% | -15.8% | +46.9% | +48.9% |
| 1Y | +46.0% | -12.2% | +58.2% | +59.3% |
| 3Y | -27.5% | +72.2% | -99.7% | -56.7% |
| 5Y | +56.9% | +33.2% | +23.7% | +17.1% |
| 10Y | +591.8% | +264.7% | +327.1% | +143.4% |
| All | +591.8% | +257.9% | +333.9% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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