+18.7%
ON vs GEN
+27.3%
-8.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.1% | +9.2% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -10.9% | +28.2% | -39.0% | -18.7% |
| 3M | -14.9% | +2.6% | -17.5% | -16.7% |
| 6M | -33.0% | +32.7% | -65.7% | -42.5% |
| YTD | +27.6% | +11.3% | +16.4% | +18.2% |
| 1Y | +44.5% | +17.9% | +26.5% | +29.6% |
| 3Y | +7.4% | +66.3% | -58.9% | -18.9% |
| 5Y | +18.7% | +31.7% | -12.9% | -3.2% |
| All | +18.7% | +27.3% | -8.5% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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