+86.3%
ON vs EXE
+191.4%
-105.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -3.3% | +8.5% | -11.7% | -5.6% |
| 3M | -43.6% | +5.5% | -49.0% | -44.6% |
| 6M | +19.0% | -5.9% | +24.8% | +20.1% |
| YTD | +37.4% | -9.7% | +47.1% | +39.7% |
| 1Y | +54.8% | +3.6% | +51.2% | +49.9% |
| 3Y | -25.2% | +18.0% | -43.2% | -31.8% |
| 5Y | +62.7% | +109.4% | -46.7% | +26.4% |
| All | +86.3% | +191.4% | -105.1% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling