+190.0%
ON vs EXEL
+186.6%
+3.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | -4.1% | -2.4% | -1.7% | -3.5% |
| 30D | -10.2% | +17.9% | -28.1% | -13.4% |
| 3M | -12.7% | +33.3% | -46.0% | -18.3% |
| 6M | -32.5% | +46.6% | -79.1% | -38.4% |
| YTD | +28.6% | +61.0% | -32.5% | +14.6% |
| 1Y | +43.4% | +70.4% | -27.0% | +26.1% |
| 3Y | +3.3% | +236.1% | -232.8% | -24.3% |
| 5Y | +22.5% | +284.8% | -262.3% | -13.8% |
| 10Y | +535.7% | +348.4% | +187.3% | +297.6% |
| All | +190.0% | +186.6% | +3.4% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling