+195.8%
ON vs EQT
+1,133.5%
-937.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -1.9% | -2.0% | +0.1% | -1.2% |
| 30D | -11.0% | +1.0% | -12.0% | -11.4% |
| 3M | -39.3% | +4.0% | -43.3% | -40.6% |
| 6M | +19.8% | -11.7% | +31.5% | +23.6% |
| YTD | +31.1% | +2.8% | +28.3% | +27.6% |
| 1Y | +46.0% | +10.0% | +36.0% | +38.4% |
| 3Y | -27.5% | +34.1% | -61.7% | -38.1% |
| 5Y | +56.9% | +195.3% | -138.4% | -6.2% |
| 10Y | +591.8% | +51.6% | +540.3% | +334.2% |
| All | +195.8% | +1,133.5% | -937.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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