+520.4%
ON vs EW
+236.3%
+284.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | -4.1% | +9.3% | -13.4% | -8.5% |
| 30D | -10.2% | +22.1% | -32.3% | -19.1% |
| 3M | -12.7% | +13.0% | -25.8% | -18.7% |
| 6M | -32.5% | +30.1% | -62.6% | -42.2% |
| YTD | +28.6% | +22.0% | +6.5% | +13.5% |
| 1Y | +43.4% | +23.7% | +19.7% | +25.4% |
| 3Y | +3.3% | +62.0% | -58.7% | -28.4% |
| 5Y | +22.5% | -12.4% | +34.9% | +20.2% |
| All | +520.4% | +236.3% | +284.1% | +202.7% |
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