+58.5%
ON vs EXEL
+195.7%
-137.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.2% | -3.9% |
| 7D | -2.2% | +1.4% | -3.5% | -2.5% |
| 30D | -12.4% | +6.7% | -19.1% | -13.9% |
| 3M | -41.2% | +11.5% | -52.7% | -43.1% |
| 6M | +25.0% | +38.8% | -13.8% | +14.2% |
| YTD | +31.3% | +31.6% | -0.3% | +21.3% |
| 1Y | +45.4% | +53.0% | -7.6% | +28.6% |
| 3Y | -27.4% | +160.8% | -188.2% | -47.8% |
| 5Y | +58.5% | +190.1% | -131.6% | +1.9% |
| All | +58.5% | +195.7% | -137.3% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling