+19.6%
ON vs EXE
+75.1%
-55.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | 0.0% |
| 7D | -4.1% | -2.2% | -1.9% | -3.4% |
| 30D | -10.2% | -0.3% | -9.9% | -10.0% |
| 3M | -12.7% | -9.3% | -3.4% | -10.2% |
| 6M | -32.5% | -7.2% | -25.3% | -31.4% |
| YTD | +28.6% | -18.9% | +47.5% | +35.1% |
| 1Y | +43.4% | -21.7% | +65.1% | +52.3% |
| 3Y | +3.3% | +21.0% | -17.7% | -7.5% |
| All | +19.6% | +75.1% | -55.5% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling