+228.5%
ON vs DOW
-15.2%
+243.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.7% |
| 7D | -4.7% | -2.4% | -2.4% | -3.4% |
| 30D | -13.5% | -4.1% | -9.4% | -11.7% |
| 3M | -36.3% | -12.4% | -23.9% | -32.2% |
| 6M | +17.8% | -10.6% | +28.4% | +18.8% |
| YTD | +29.6% | +31.1% | -1.5% | -2.4% |
| 1Y | +45.8% | +30.5% | +15.3% | +7.9% |
| 3Y | -28.3% | -34.4% | +6.1% | -13.2% |
| 5Y | +49.6% | -35.5% | +85.1% | +83.4% |
| All | +228.5% | -15.2% | +243.7% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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