+629.3%
ON vs COF
+248.6%
+380.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.1% |
| 7D | +2.4% | -5.1% | +7.5% | +6.2% |
| 30D | -8.6% | -6.0% | -2.6% | -4.7% |
| 3M | -34.3% | +14.8% | -49.2% | -40.8% |
| 6M | +28.5% | +15.3% | +13.2% | +15.0% |
| YTD | +40.6% | -13.0% | +53.7% | +51.1% |
| 1Y | +55.3% | -5.7% | +61.0% | +56.7% |
| 3Y | -22.2% | +118.1% | -140.3% | -57.9% |
| 5Y | +62.4% | +46.2% | +16.2% | +13.8% |
| All | +629.3% | +248.6% | +380.7% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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