+561.8%
ON vs CASY
+549.1%
+12.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.2% |
| 7D | -2.2% | -4.4% | +2.2% | -0.3% |
| 30D | -12.4% | -12.0% | -0.4% | -8.0% |
| 3M | -41.2% | -2.3% | -38.9% | -42.5% |
| 6M | +25.0% | +10.5% | +14.5% | +15.7% |
| YTD | +31.3% | +33.0% | -1.8% | +11.3% |
| 1Y | +45.4% | +41.1% | +4.3% | +19.1% |
| 3Y | -27.4% | +207.5% | -234.9% | -60.9% |
| 5Y | +58.5% | +290.7% | -232.2% | -25.3% |
| 10Y | +561.8% | +556.5% | +5.4% | +144.3% |
| All | +561.8% | +549.1% | +12.8% | +144.3% |
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