+58.5%
ON vs BP
+131.3%
-72.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.9% | -5.3% |
| 7D | -2.2% | +0.9% | -3.1% | -2.5% |
| 30D | -12.4% | +9.1% | -21.6% | -15.5% |
| 3M | -41.2% | +3.9% | -45.1% | -42.4% |
| 6M | +25.0% | +13.6% | +11.4% | +16.4% |
| YTD | +31.3% | +34.0% | -2.8% | +12.3% |
| 1Y | +45.4% | +39.2% | +6.2% | +21.6% |
| 3Y | -27.4% | +36.4% | -63.8% | -40.0% |
| 5Y | +58.5% | +135.8% | -77.3% | -4.7% |
| All | +58.5% | +131.3% | -72.8% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling