+516.0%
ON vs BURL
+261.4%
+254.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.2% | +4.9% | +7.4% |
| 7D | -1.4% | +7.7% | -9.1% | -4.5% |
| 30D | -10.9% | -7.1% | -3.7% | -8.3% |
| 3M | -14.9% | -30.3% | +15.4% | -1.9% |
| 6M | -33.0% | -15.5% | -17.5% | -29.5% |
| YTD | +27.6% | -11.0% | +38.6% | +30.8% |
| 1Y | +44.5% | -8.4% | +52.9% | +44.7% |
| 3Y | +7.4% | +96.7% | -89.3% | -25.9% |
| 5Y | +18.7% | -14.1% | +32.8% | +12.1% |
| 10Y | +516.0% | +255.1% | +260.9% | +245.3% |
| All | +516.0% | +261.4% | +254.6% | +245.3% |
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