+58.5%
ON vs DOW
-37.1%
+95.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.9% | -4.7% |
| 7D | -2.2% | -2.9% | +0.8% | -0.6% |
| 30D | -12.4% | +2.0% | -14.4% | -14.0% |
| 3M | -41.2% | -12.5% | -28.7% | -37.5% |
| 6M | +25.0% | -9.2% | +34.2% | +24.0% |
| YTD | +31.3% | +30.8% | +0.5% | -3.4% |
| 1Y | +45.4% | +29.4% | +16.0% | +5.5% |
| 3Y | -27.4% | -34.6% | +7.1% | -7.4% |
| 5Y | +58.5% | -35.9% | +94.4% | +102.6% |
| All | +58.5% | -37.1% | +95.6% | +102.6% |
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