+58.5%
ON vs EXE
+106.6%
-48.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -2.2% | -1.8% | -0.4% | -1.7% |
| 30D | -12.4% | +6.4% | -18.8% | -14.1% |
| 3M | -41.2% | +9.2% | -50.5% | -42.9% |
| 6M | +25.0% | -7.0% | +32.0% | +26.8% |
| YTD | +31.3% | -9.5% | +40.7% | +33.4% |
| 1Y | +45.4% | +6.2% | +39.2% | +39.5% |
| 3Y | -27.4% | +20.7% | -48.1% | -34.5% |
| 5Y | +58.5% | +103.6% | -45.2% | +24.0% |
| All | +58.5% | +106.6% | -48.1% | +24.0% |
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