+556.1%
ON vs D
+47.5%
+508.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.2% | +5.8% |
| 7D | +3.3% | -2.4% | +5.8% | +3.7% |
| 30D | -3.1% | +9.0% | -12.1% | -4.6% |
| 3M | -9.2% | +1.0% | -10.2% | -9.5% |
| 6M | -31.4% | +11.0% | -42.3% | -32.9% |
| YTD | +36.0% | +19.8% | +16.2% | +30.8% |
| 1Y | +52.0% | +16.0% | +36.1% | +47.0% |
| 3Y | +9.3% | +74.4% | -65.1% | -4.2% |
| 5Y | +26.5% | +13.5% | +13.0% | +21.1% |
| 10Y | +556.1% | +48.4% | +507.8% | +516.3% |
| All | +556.1% | +47.5% | +508.7% | +516.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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