+535.7%
ON vs EXC
+183.9%
+351.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -10.2% | +9.0% | -19.2% | -13.8% |
| 3M | -12.7% | +3.3% | -16.0% | -14.4% |
| 6M | -32.5% | +5.7% | -38.2% | -35.4% |
| YTD | +28.6% | +7.3% | +21.2% | +21.3% |
| 1Y | +43.4% | +2.9% | +40.5% | +37.9% |
| 3Y | +3.3% | +29.3% | -26.0% | -16.4% |
| 5Y | +22.5% | +40.1% | -17.5% | -8.3% |
| 10Y | +535.7% | +197.7% | +338.0% | +233.5% |
| All | +535.7% | +183.9% | +351.8% | +233.5% |
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