+209.9%
ON vs BN
+9,692.9%
-9,483.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +2.4% | -2.5% | +4.9% | +4.2% |
| 30D | -3.3% | -9.5% | +6.2% | +3.5% |
| 3M | -43.6% | -10.4% | -33.2% | -39.2% |
| 6M | +19.0% | -6.4% | +25.3% | +23.6% |
| YTD | +37.4% | -11.9% | +49.2% | +48.2% |
| 1Y | +54.8% | -8.6% | +63.4% | +62.6% |
| 3Y | -25.2% | +77.6% | -102.7% | -50.4% |
| 5Y | +62.7% | +37.0% | +25.7% | +30.0% |
| 10Y | +574.3% | +266.4% | +308.0% | +192.0% |
| All | +209.9% | +9,692.9% | -9,483.0% | -67.4% |
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 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