+583.6%
ON vs BURL
+215.5%
+368.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.1% |
| 7D | +2.4% | -2.8% | +5.2% | +3.5% |
| 30D | -3.3% | -28.2% | +24.9% | +10.7% |
| 3M | -43.6% | -17.6% | -26.0% | -39.2% |
| 6M | +19.0% | -11.8% | +30.7% | +23.4% |
| YTD | +37.4% | -8.1% | +45.5% | +39.7% |
| 1Y | +54.8% | -12.0% | +66.7% | +58.4% |
| 3Y | -25.2% | +63.3% | -88.5% | -43.8% |
| 5Y | +62.7% | -10.8% | +73.5% | +51.9% |
| All | +583.6% | +215.5% | +368.2% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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