+25.8%
ON vs DOW
-27.1%
+52.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.9% |
| 7D | +17.0% | +3.7% | +13.4% | +14.6% |
| 30D | -3.9% | +16.3% | -20.1% | -12.2% |
| 3M | -11.5% | +9.7% | -21.2% | -17.2% |
| 6M | -29.2% | -14.1% | -15.1% | -24.0% |
| YTD | +36.2% | +46.6% | -10.4% | -7.2% |
| 1Y | +49.6% | +56.8% | -7.2% | -4.2% |
| 3Y | +9.4% | -20.4% | +29.8% | +21.2% |
| 5Y | +25.8% | -27.4% | +53.3% | +54.5% |
| All | +25.8% | -27.1% | +52.9% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling