+561.8%
ON vs COO
+43.7%
+518.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -2.6% |
| 7D | -2.2% | -2.3% | +0.1% | -0.6% |
| 30D | -12.4% | -8.8% | -3.6% | -7.1% |
| 3M | -41.2% | +1.3% | -42.6% | -42.9% |
| 6M | +25.0% | -11.6% | +36.6% | +31.6% |
| YTD | +31.3% | -17.4% | +48.7% | +45.6% |
| 1Y | +45.4% | -1.6% | +47.0% | +40.6% |
| 3Y | -27.4% | -22.6% | -4.8% | -21.4% |
| 5Y | +58.5% | -40.3% | +98.8% | +110.0% |
| 10Y | +561.8% | +45.2% | +516.6% | +404.5% |
| All | +561.8% | +43.7% | +518.1% | +404.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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