+546.8%
ON vs CB
+246.5%
+300.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +17.0% | 0.0% | +17.0% | +17.0% |
| 30D | -3.9% | +7.4% | -11.3% | -7.4% |
| 3M | -11.5% | +8.6% | -20.1% | -15.5% |
| 6M | -29.2% | +16.1% | -45.3% | -36.5% |
| YTD | +36.2% | +20.2% | +16.0% | +19.3% |
| 1Y | +49.6% | +27.2% | +22.4% | +26.6% |
| 3Y | +9.4% | +72.7% | -63.3% | -26.2% |
| 5Y | +25.8% | +105.9% | -80.1% | -26.1% |
| All | +546.8% | +246.5% | +300.2% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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