+190.0%
ON vs BN
+10,217.1%
-10,027.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.7% |
| 7D | -4.1% | +4.3% | -8.4% | -6.9% |
| 30D | -10.2% | +14.3% | -24.5% | -18.6% |
| 3M | -12.7% | -4.1% | -8.7% | -10.6% |
| 6M | -32.5% | -9.7% | -22.9% | -28.2% |
| YTD | +28.6% | -7.1% | +35.7% | +33.4% |
| 1Y | +43.4% | -7.4% | +50.8% | +48.8% |
| 3Y | +3.3% | +102.3% | -99.0% | -37.3% |
| 5Y | +22.5% | +35.9% | -13.4% | -1.9% |
| 10Y | +535.7% | +289.2% | +246.5% | +163.5% |
| All | +190.0% | +10,217.1% | -10,027.1% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling