+561.8%
ON vs M
-6.4%
+568.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.6% |
| 7D | -2.2% | +2.4% | -4.5% | -2.9% |
| 30D | -12.4% | -11.6% | -0.8% | -8.9% |
| 3M | -41.2% | +1.6% | -42.8% | -41.9% |
| 6M | +25.0% | +25.2% | -0.2% | +15.3% |
| YTD | +31.3% | +3.8% | +27.5% | +28.2% |
| 1Y | +45.4% | +36.3% | +9.1% | +29.4% |
| 3Y | -27.4% | +116.3% | -143.7% | -47.3% |
| 5Y | +58.5% | +28.2% | +30.3% | +29.7% |
| 10Y | +561.8% | -3.4% | +565.2% | +342.7% |
| All | +561.8% | -6.4% | +568.2% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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