+209.9%
ON vs EXEL
+139.6%
+70.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +2.4% | +8.4% | -5.9% | +0.6% |
| 30D | -3.3% | +4.1% | -7.4% | -4.4% |
| 3M | -43.6% | +12.4% | -56.0% | -45.4% |
| 6M | +19.0% | +41.5% | -22.6% | +9.3% |
| YTD | +37.4% | +34.6% | +2.7% | +27.4% |
| 1Y | +54.8% | +57.9% | -3.1% | +37.8% |
| 3Y | -25.2% | +159.5% | -184.7% | -42.1% |
| 5Y | +62.7% | +198.5% | -135.8% | +20.8% |
| 10Y | +574.3% | +411.4% | +163.0% | +304.5% |
| All | +209.9% | +139.6% | +70.3% | -0.4% |
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