+452.4%
ON vs BURL
+252.7%
+199.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | -11.7% | +4.1% | -15.7% | -13.2% |
| 30D | -23.3% | -9.5% | -13.8% | -20.3% |
| 3M | -19.2% | -33.5% | +14.3% | -5.1% |
| 6M | -40.1% | -22.1% | -18.1% | -34.8% |
| YTD | +16.9% | -14.6% | +31.5% | +21.8% |
| 1Y | +29.7% | -8.4% | +38.1% | +29.5% |
| 3Y | -4.4% | +86.6% | -91.0% | -32.6% |
| 5Y | +7.1% | -17.2% | +24.2% | +2.5% |
| All | +452.4% | +252.7% | +199.8% | +212.7% |
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