-27.5%
ON vs NEM
+248.5%
-276.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -1.9% | +3.1% | -4.9% | -2.7% |
| 30D | -11.0% | +10.0% | -21.0% | -13.5% |
| 3M | -39.3% | +30.9% | -70.2% | -43.9% |
| 6M | +19.8% | +10.5% | +9.3% | +15.1% |
| YTD | +31.1% | +29.7% | +1.3% | +21.3% |
| 1Y | +46.0% | +71.1% | -25.1% | +27.4% |
| All | -27.5% | +248.5% | -276.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling