+591.8%
ON vs BP
+132.0%
+459.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.1% |
| 7D | -1.9% | +4.0% | -5.9% | -4.1% |
| 30D | -11.0% | +7.8% | -18.9% | -15.1% |
| 3M | -39.3% | +8.4% | -47.7% | -42.8% |
| 6M | +19.8% | +15.1% | +4.8% | +7.3% |
| YTD | +31.1% | +36.4% | -5.3% | +4.6% |
| 1Y | +46.0% | +40.9% | +5.1% | +13.4% |
| 3Y | -27.5% | +38.8% | -66.4% | -44.8% |
| 5Y | +56.9% | +141.1% | -84.2% | -21.4% |
| 10Y | +591.8% | +133.9% | +457.9% | +252.8% |
| All | +591.8% | +132.0% | +459.8% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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