+516.0%
ON vs M
+3.7%
+512.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.1% | +1.1% | +6.5% |
| 7D | -1.4% | +2.5% | -4.0% | -2.2% |
| 30D | -10.9% | +10.1% | -20.9% | -13.8% |
| 3M | -14.9% | -0.9% | -13.9% | -15.0% |
| 6M | -33.0% | +30.2% | -63.2% | -39.3% |
| YTD | +27.6% | +16.3% | +11.3% | +19.7% |
| 1Y | +44.5% | +27.0% | +17.5% | +31.2% |
| 3Y | +7.4% | +154.5% | -147.1% | -26.0% |
| 5Y | +18.7% | -1.1% | +19.8% | +4.3% |
| 10Y | +516.0% | +0.5% | +515.5% | +301.6% |
| All | +516.0% | +3.7% | +512.2% | +301.6% |
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