+449.8%
ON vs LIN
+430.4%
+19.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -11.0% |
| 7D | -16.3% | +3.6% | -19.8% | -19.1% |
| 30D | -27.0% | +6.4% | -33.4% | -31.2% |
| 3M | -18.1% | +6.5% | -24.6% | -23.1% |
| 6M | -38.6% | +4.9% | -43.5% | -41.8% |
| YTD | +16.4% | +23.4% | -7.1% | -5.8% |
| 1Y | +25.8% | +26.3% | -0.5% | -0.6% |
| 3Y | -7.7% | +38.0% | -45.7% | -33.8% |
| 5Y | +6.6% | +68.0% | -61.4% | -36.4% |
| All | +449.8% | +430.4% | +19.5% | +30.2% |
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