+556.1%
ON vs CAPR
-59.1%
+615.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +26.5% | -20.7% | +4.6% |
| 7D | +3.3% | +25.8% | -22.4% | +2.2% |
| 30D | -3.1% | +50.2% | -53.3% | -5.1% |
| 3M | -9.2% | +185.5% | -194.7% | -14.5% |
| 6M | -31.4% | -64.8% | +33.5% | -30.5% |
| YTD | +36.0% | -61.1% | +97.1% | +36.3% |
| 1Y | +52.0% | +81.0% | -29.0% | +28.6% |
| 3Y | +9.3% | +300.7% | -291.5% | -16.7% |
| 5Y | +26.5% | +223.3% | -196.8% | -5.3% |
| 10Y | +556.1% | -58.8% | +614.9% | +337.9% |
| All | +556.1% | -59.1% | +615.2% | +337.9% |
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