+523.3%
ON vs EW
+254.3%
+269.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.3% |
| 7D | +12.2% | +4.9% | +7.3% | +9.6% |
| 30D | -3.1% | +23.9% | -27.1% | -13.4% |
| 3M | -12.9% | +15.8% | -28.6% | -19.8% |
| 6M | -38.6% | +31.7% | -70.2% | -47.6% |
| YTD | +31.2% | +25.7% | +5.5% | +14.1% |
| 1Y | +47.6% | +24.4% | +23.2% | +28.8% |
| 3Y | +6.6% | +65.9% | -59.3% | -27.0% |
| 5Y | +21.3% | -7.6% | +28.9% | +15.6% |
| All | +523.3% | +254.3% | +269.0% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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