+556.1%
ON vs EXEL
+354.7%
+201.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +3.3% | -2.8% | +6.2% | +4.3% |
| 30D | -3.1% | +18.2% | -21.3% | -7.2% |
| 3M | -9.2% | +37.7% | -47.0% | -16.7% |
| 6M | -31.4% | +42.2% | -73.6% | -38.0% |
| YTD | +36.0% | +61.3% | -25.3% | +18.3% |
| 1Y | +52.0% | +64.5% | -12.5% | +31.4% |
| 3Y | +9.3% | +236.7% | -227.4% | -26.2% |
| 5Y | +26.5% | +296.3% | -269.8% | -19.9% |
| 10Y | +556.1% | +331.1% | +225.1% | +277.9% |
| All | +556.1% | +354.7% | +201.5% | +277.9% |
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