+452.4%
ON vs LIN
+424.3%
+28.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.5% |
| 7D | -11.7% | +0.2% | -11.9% | -11.9% |
| 30D | -23.3% | +6.5% | -29.7% | -27.8% |
| 3M | -19.2% | +5.5% | -24.7% | -23.5% |
| 6M | -40.1% | +3.3% | -43.5% | -42.5% |
| YTD | +16.9% | +22.0% | -5.1% | -4.4% |
| 1Y | +29.7% | +25.7% | +4.0% | +2.9% |
| 3Y | -4.4% | +36.2% | -40.6% | -30.7% |
| 5Y | +7.1% | +66.1% | -59.0% | -35.4% |
| All | +452.4% | +424.3% | +28.2% | +32.1% |
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