+217.2%
ON vs BNY
+564.6%
-347.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -1.3% | +3.7% | +3.2% |
| 30D | -8.6% | -0.2% | -8.5% | -8.5% |
| 3M | -34.3% | +14.9% | -49.3% | -39.6% |
| 6M | +28.5% | +40.0% | -11.5% | +5.7% |
| YTD | +40.6% | +42.0% | -1.4% | +14.1% |
| 1Y | +55.3% | +56.9% | -1.5% | +18.8% |
| 3Y | -22.2% | +289.9% | -312.1% | -65.1% |
| 5Y | +62.4% | +259.2% | -196.8% | -23.1% |
| 10Y | +642.1% | +413.3% | +228.8% | +186.1% |
| All | +217.2% | +564.6% | -347.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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