+207.2%
ON vs NEM
+626.1%
-418.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.1% | +0.9% |
| 7D | +17.0% | -5.9% | +22.9% | +18.1% |
| 30D | -3.9% | -2.6% | -1.3% | -3.6% |
| 3M | -11.5% | -4.2% | -7.3% | -11.1% |
| 6M | -29.2% | -5.5% | -23.7% | -28.8% |
| YTD | +36.2% | +13.5% | +22.6% | +32.7% |
| 1Y | +49.6% | +22.2% | +27.5% | +44.1% |
| 3Y | +9.4% | +249.0% | -239.5% | -11.2% |
| 5Y | +25.8% | +120.1% | -94.3% | +7.3% |
| 10Y | +557.1% | +356.3% | +200.8% | +399.1% |
| All | +207.2% | +626.1% | -418.9% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling