+572.1%
ON vs CHD
+125.6%
+446.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | -4.7% | -4.7% | 0.0% | -4.6% |
| 30D | -13.5% | -8.3% | -5.2% | -13.2% |
| 3M | -36.3% | -4.0% | -32.3% | -36.3% |
| 6M | +17.8% | -6.5% | +24.3% | +18.0% |
| YTD | +29.6% | +13.1% | +16.5% | +27.7% |
| 1Y | +45.8% | +2.3% | +43.5% | +44.9% |
| 3Y | -28.3% | +1.8% | -30.1% | -29.1% |
| 5Y | +49.6% | +20.6% | +29.1% | +42.4% |
| All | +572.1% | +125.6% | +446.5% | +467.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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