+452.4%
ON vs CASY
+553.2%
-100.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -11.7% | +1.1% | -12.8% | -12.2% |
| 30D | -23.3% | +8.7% | -32.0% | -26.0% |
| 3M | -19.2% | -17.3% | -1.9% | -13.9% |
| 6M | -40.1% | -19.7% | -20.4% | -36.7% |
| YTD | +16.9% | +24.8% | -7.9% | +0.4% |
| 1Y | +29.7% | +31.9% | -2.2% | +8.1% |
| 3Y | -4.4% | +155.4% | -159.8% | -44.2% |
| 5Y | +7.1% | +250.6% | -243.5% | -47.9% |
| All | +452.4% | +553.2% | -100.7% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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