+523.3%
ON vs COO
+41.1%
+482.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.4% | -4.1% |
| 7D | +12.2% | +0.5% | +11.8% | +11.9% |
| 30D | -3.1% | +14.2% | -17.3% | -11.7% |
| 3M | -12.9% | -18.2% | +5.3% | -2.7% |
| 6M | -38.6% | +5.3% | -43.9% | -44.4% |
| YTD | +31.2% | -23.6% | +54.8% | +49.9% |
| 1Y | +47.6% | -12.7% | +60.3% | +51.6% |
| 3Y | +6.6% | -24.2% | +30.8% | +13.8% |
| 5Y | +21.3% | -40.0% | +61.3% | +55.4% |
| All | +523.3% | +41.1% | +482.2% | +339.6% |
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