+624.5%
ON vs CARR
+421.5%
+203.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.1% | +7.7% |
| 7D | +2.4% | -3.8% | +6.1% | +4.7% |
| 30D | -8.6% | -8.9% | +0.3% | -3.7% |
| 3M | -34.3% | -17.3% | -17.0% | -26.5% |
| 6M | +28.5% | -1.4% | +29.9% | +29.9% |
| YTD | +40.6% | +10.0% | +30.6% | +33.9% |
| 1Y | +55.3% | -6.4% | +61.7% | +61.0% |
| 3Y | -22.2% | +1.5% | -23.7% | -22.9% |
| 5Y | +62.4% | +9.3% | +53.1% | +48.8% |
| All | +624.5% | +421.5% | +203.0% | +461.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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