+77.8%
ON vs EXE
+187.5%
-109.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -1.9% | -2.7% | +0.8% | -1.1% |
| 30D | -11.0% | -0.4% | -10.7% | -11.0% |
| 3M | -39.3% | +9.5% | -48.8% | -41.1% |
| 6M | +19.8% | -9.3% | +29.2% | +22.4% |
| YTD | +31.1% | -10.9% | +42.0% | +33.8% |
| 1Y | +46.0% | +4.3% | +41.7% | +41.0% |
| 3Y | -27.5% | +18.8% | -46.3% | -34.1% |
| 5Y | +56.9% | +101.4% | -44.5% | +23.1% |
| All | +77.8% | +187.5% | -109.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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