+209.9%
ON vs LIN
+3,307.6%
-3,097.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.7% |
| 7D | +2.4% | -2.1% | +4.6% | +4.2% |
| 30D | -3.3% | -2.4% | -0.9% | -1.7% |
| 3M | -43.6% | -5.6% | -38.0% | -41.4% |
| 6M | +19.0% | -3.4% | +22.3% | +21.2% |
| YTD | +37.4% | +13.1% | +24.3% | +23.2% |
| 1Y | +54.8% | +2.5% | +52.3% | +49.3% |
| 3Y | -25.2% | +27.6% | -52.8% | -39.9% |
| 5Y | +62.7% | +63.0% | -0.3% | +10.0% |
| 10Y | +574.3% | +359.3% | +215.1% | +110.1% |
| All | +209.9% | +3,307.6% | -3,097.7% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling