+523.3%
ON vs DE
+762.0%
-238.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.1% |
| 7D | +12.2% | +0.3% | +12.0% | +12.2% |
| 30D | -3.1% | +3.6% | -6.7% | -5.6% |
| 3M | -12.9% | +10.2% | -23.1% | -19.5% |
| 6M | -38.6% | +16.6% | -55.2% | -45.5% |
| YTD | +31.2% | +45.8% | -14.6% | -3.1% |
| 1Y | +47.6% | +43.9% | +3.7% | +9.7% |
| 3Y | +6.6% | +89.6% | -83.0% | -36.8% |
| 5Y | +21.3% | +100.3% | -79.1% | -34.6% |
| All | +523.3% | +762.0% | -238.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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