+535.7%
ON vs COP
+302.1%
+233.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -4.1% | -6.1% | +2.0% | -1.3% |
| 30D | -10.2% | +1.1% | -11.3% | -11.2% |
| 3M | -12.7% | +10.9% | -23.7% | -17.7% |
| 6M | -32.5% | +20.8% | -53.3% | -39.8% |
| YTD | +28.6% | +48.0% | -19.5% | +1.7% |
| 1Y | +43.4% | +58.5% | -15.1% | +9.1% |
| 3Y | +3.3% | +28.1% | -24.8% | -14.0% |
| 5Y | +22.5% | +120.5% | -97.9% | -28.2% |
| 10Y | +535.7% | +310.1% | +225.6% | +151.9% |
| All | +535.7% | +302.1% | +233.6% | +151.9% |
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