+248.2%
ON vs DOW
-15.8%
+264.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +2.9% |
| 7D | +2.4% | -2.4% | +4.8% | +3.8% |
| 30D | -3.3% | +0.4% | -3.7% | -4.3% |
| 3M | -43.6% | -14.4% | -29.2% | -39.0% |
| 6M | +19.0% | -7.0% | +25.9% | +16.6% |
| YTD | +37.4% | +30.2% | +7.2% | +4.0% |
| 1Y | +54.8% | +29.2% | +25.6% | +15.3% |
| 3Y | -25.2% | -36.7% | +11.5% | -7.1% |
| 5Y | +62.7% | -37.7% | +100.4% | +104.1% |
| All | +248.2% | -15.8% | +264.0% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling