+546.8%
ON vs EXC
+201.2%
+345.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +17.0% | -1.9% | +18.9% | +18.0% |
| 30D | -3.9% | +7.8% | -11.6% | -7.2% |
| 3M | -11.5% | +1.9% | -13.4% | -12.6% |
| 6M | -29.2% | +3.4% | -32.6% | -31.4% |
| YTD | +36.2% | +7.6% | +28.6% | +28.4% |
| 1Y | +49.6% | +2.1% | +47.5% | +44.5% |
| 3Y | +9.4% | +29.6% | -20.2% | -11.5% |
| 5Y | +25.8% | +39.5% | -13.7% | -5.6% |
| All | +546.8% | +201.2% | +345.5% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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