+84.4%
ON vs EXE
+163.8%
-79.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +5.5% |
| 7D | +3.3% | +1.5% | +1.8% | +3.0% |
| 30D | -3.1% | -0.2% | -2.9% | -3.0% |
| 3M | -9.2% | -9.2% | 0.0% | -6.7% |
| 6M | -31.4% | -7.2% | -24.1% | -30.2% |
| YTD | +36.0% | -18.3% | +54.2% | +42.4% |
| 1Y | +52.0% | -23.6% | +75.6% | +62.6% |
| 3Y | +9.3% | +21.9% | -12.7% | -1.6% |
| 5Y | +26.5% | +73.7% | -47.2% | +3.6% |
| All | +84.4% | +163.8% | -79.4% | +27.1% |
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