+516.0%
ON vs CASY
+551.3%
-35.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +8.9% |
| 7D | -1.4% | +3.6% | -5.0% | -2.9% |
| 30D | -10.9% | +7.2% | -18.1% | -13.5% |
| 3M | -14.9% | -16.9% | +2.1% | -9.5% |
| 6M | -33.0% | -19.3% | -13.7% | -29.4% |
| YTD | +27.6% | +25.6% | +2.0% | +9.3% |
| 1Y | +44.5% | +30.2% | +14.3% | +21.2% |
| 3Y | +7.4% | +154.9% | -147.5% | -37.2% |
| 5Y | +18.7% | +252.1% | -233.4% | -42.3% |
| 10Y | +516.0% | +535.8% | -19.9% | +122.4% |
| All | +516.0% | +551.3% | -35.4% | +122.4% |
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