+591.8%
ON vs EXEL
+378.5%
+213.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.4% |
| 7D | -1.9% | -0.3% | -1.5% | -1.8% |
| 30D | -11.0% | +10.1% | -21.2% | -13.3% |
| 3M | -39.3% | +10.1% | -49.4% | -41.2% |
| 6M | +19.8% | +37.7% | -17.8% | +9.6% |
| YTD | +31.1% | +33.1% | -2.0% | +20.7% |
| 1Y | +46.0% | +52.4% | -6.4% | +28.9% |
| 3Y | -27.5% | +163.8% | -191.3% | -46.6% |
| 5Y | +56.9% | +198.5% | -141.6% | +9.9% |
| 10Y | +591.8% | +386.9% | +204.9% | +342.1% |
| All | +591.8% | +378.5% | +213.3% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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