+591.8%
ON vs COP
+334.3%
+257.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | -1.9% | -0.5% | -1.4% | -1.7% |
| 30D | -11.0% | +11.7% | -22.7% | -15.8% |
| 3M | -39.3% | +17.7% | -57.0% | -44.6% |
| 6M | +19.8% | +18.3% | +1.5% | +7.8% |
| YTD | +31.1% | +49.1% | -18.0% | +4.3% |
| 1Y | +46.0% | +53.3% | -7.3% | +13.9% |
| 3Y | -27.5% | +22.2% | -49.7% | -38.0% |
| 5Y | +56.9% | +193.3% | -136.4% | -20.7% |
| 10Y | +591.8% | +340.2% | +251.6% | +171.9% |
| All | +591.8% | +334.3% | +257.5% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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