+873.2%
ON vs BURL
+1,021.0%
-147.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.6% | -4.8% |
| 7D | -5.8% | +10.4% | -16.2% | -9.5% |
| 30D | -17.1% | -4.9% | -12.2% | -15.9% |
| 3M | -11.8% | -29.8% | +17.9% | -0.4% |
| 6M | -30.2% | -16.5% | -13.7% | -26.6% |
| YTD | +31.6% | -10.5% | +42.1% | +34.2% |
| 1Y | +47.6% | -5.3% | +52.9% | +45.7% |
| 3Y | +4.4% | +95.1% | -90.7% | -24.0% |
| 5Y | +19.0% | -12.1% | +31.1% | +11.2% |
| 10Y | +515.7% | +273.2% | +242.6% | +278.0% |
| All | +873.2% | +1,021.0% | -147.7% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling