+556.1%
ON vs BN
+281.2%
+274.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.5% | +6.4% |
| 7D | +3.3% | -2.4% | +5.8% | +5.9% |
| 30D | -3.1% | +13.5% | -16.7% | -13.7% |
| 3M | -9.2% | -5.9% | -3.3% | -5.0% |
| 6M | -31.4% | -8.9% | -22.4% | -26.5% |
| YTD | +36.0% | -7.9% | +43.8% | +42.4% |
| 1Y | +52.0% | -8.3% | +60.3% | +59.4% |
| 3Y | +9.3% | +100.8% | -91.5% | -43.0% |
| 5Y | +26.5% | +38.2% | -11.7% | -8.8% |
| 10Y | +556.1% | +302.3% | +253.8% | +104.8% |
| All | +556.1% | +281.2% | +274.9% | +104.8% |
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