+163.8%
ON vs EXC
+703.1%
-539.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.3% |
| 7D | -11.7% | -1.2% | -10.5% | -11.3% |
| 30D | -23.3% | +10.0% | -33.2% | -26.6% |
| 3M | -19.2% | +1.6% | -20.8% | -20.1% |
| 6M | -40.1% | +3.3% | -43.4% | -41.9% |
| YTD | +16.9% | +7.6% | +9.4% | +10.8% |
| 1Y | +29.7% | +3.5% | +26.3% | +24.8% |
| 3Y | -4.4% | +27.7% | -32.1% | -19.6% |
| 5Y | +7.1% | +41.1% | -34.1% | -15.2% |
| 10Y | +447.2% | +178.2% | +269.0% | +215.9% |
| All | +163.8% | +703.1% | -539.3% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling