+828.3%
ON vs FIVE
+822.5%
+5.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -11.7% | -0.3% | -11.4% | -11.6% |
| 30D | -23.3% | +17.7% | -40.9% | -27.9% |
| 3M | -19.2% | +4.0% | -23.1% | -21.1% |
| 6M | -40.1% | +2.6% | -42.8% | -41.9% |
| YTD | +16.9% | +27.6% | -10.7% | +3.7% |
| 1Y | +29.7% | +59.9% | -30.2% | +5.5% |
| 3Y | -4.4% | +35.8% | -40.2% | -24.2% |
| 5Y | +7.1% | +14.4% | -7.4% | -12.0% |
| 10Y | +447.2% | +576.1% | -128.9% | +190.0% |
| All | +828.3% | +822.5% | +5.8% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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