+535.7%
ON vs CAPR
-68.2%
+603.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.9% | +10.7% | +1.2% |
| 7D | -4.1% | +7.6% | -11.8% | -4.5% |
| 30D | -10.2% | +13.3% | -23.5% | -10.9% |
| 3M | -12.7% | +130.4% | -143.1% | -17.0% |
| 6M | -32.5% | -70.8% | +38.3% | -31.1% |
| YTD | +28.6% | -69.3% | +97.8% | +30.3% |
| 1Y | +43.4% | +59.5% | -16.1% | +21.9% |
| 3Y | +3.3% | +216.8% | -213.5% | -20.3% |
| 5Y | +22.5% | +152.7% | -130.2% | -7.2% |
| 10Y | +535.7% | -68.2% | +603.9% | +329.6% |
| All | +535.7% | -68.2% | +603.9% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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