+535.7%
ON vs M
-3.0%
+538.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -4.1% | +5.0% | -9.1% | -5.6% |
| 30D | -10.2% | +10.6% | -20.8% | -13.4% |
| 3M | -12.7% | +1.6% | -14.3% | -13.6% |
| 6M | -32.5% | +30.8% | -63.4% | -39.0% |
| YTD | +28.6% | +16.9% | +11.7% | +20.3% |
| 1Y | +43.4% | +26.3% | +17.1% | +30.4% |
| 3Y | +3.3% | +158.6% | -155.3% | -29.2% |
| 5Y | +22.5% | +2.1% | +20.4% | +6.6% |
| 10Y | +535.7% | -4.3% | +540.0% | +336.2% |
| All | +535.7% | -3.0% | +538.8% | +336.2% |
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