+546.8%
ON vs EXEL
+325.9%
+220.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.5% |
| 7D | +17.0% | +1.6% | +15.4% | +16.6% |
| 30D | -3.9% | +17.4% | -21.2% | -7.8% |
| 3M | -11.5% | +38.6% | -50.1% | -18.9% |
| 6M | -29.2% | +41.2% | -70.4% | -35.9% |
| YTD | +36.2% | +59.3% | -23.2% | +18.8% |
| 1Y | +49.6% | +60.2% | -10.6% | +30.3% |
| 3Y | +9.4% | +232.6% | -223.1% | -25.8% |
| 5Y | +25.8% | +285.9% | -260.0% | -19.7% |
| All | +546.8% | +325.9% | +220.9% | +273.4% |
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