+516.0%
ON vs LIN
+430.8%
+85.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | -10.9% | +7.6% | -18.4% | -16.9% |
| 3M | -14.9% | +6.5% | -21.4% | -20.0% |
| 6M | -33.0% | +6.2% | -39.2% | -37.3% |
| YTD | +27.6% | +23.2% | +4.4% | +3.5% |
| 1Y | +44.5% | +25.4% | +19.1% | +15.0% |
| 3Y | +7.4% | +38.3% | -30.9% | -23.1% |
| 5Y | +18.7% | +64.4% | -45.7% | -27.7% |
| 10Y | +516.0% | +417.3% | +98.6% | +45.5% |
| All | +516.0% | +430.8% | +85.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling