+561.8%
ON vs CAPR
-77.1%
+638.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -4.3% |
| 7D | -2.2% | -9.5% | +7.3% | -1.7% |
| 30D | -12.4% | +121.5% | -133.9% | -16.2% |
| 3M | -41.2% | -65.4% | +24.2% | -40.2% |
| 6M | +25.0% | -67.5% | +92.5% | +27.3% |
| YTD | +31.3% | -68.6% | +99.9% | +33.5% |
| 1Y | +45.4% | +42.7% | +2.7% | +24.6% |
| 3Y | -27.4% | +43.4% | -70.8% | -41.7% |
| 5Y | +58.5% | +86.0% | -27.6% | +22.3% |
| 10Y | +561.8% | -77.4% | +639.2% | +365.8% |
| All | +561.8% | -77.1% | +638.9% | +365.8% |
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