+209.9%
ON vs EXC
+668.2%
-458.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +2.4% | +0.3% | +2.2% | +2.3% |
| 30D | -3.3% | -3.7% | +0.4% | -1.8% |
| 3M | -43.6% | -1.3% | -42.3% | -43.9% |
| 6M | +19.0% | -9.7% | +28.7% | +22.5% |
| YTD | +37.4% | +2.9% | +34.5% | +33.2% |
| 1Y | +54.8% | +4.4% | +50.4% | +48.4% |
| 3Y | -25.2% | +22.2% | -47.4% | -35.7% |
| 5Y | +62.7% | +46.7% | +16.0% | +26.7% |
| 10Y | +574.3% | +155.3% | +419.0% | +305.3% |
| All | +209.9% | +668.2% | -458.3% | +92.8% |
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