+196.1%
ON vs NEM
+629.4%
-433.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -3.7% |
| 7D | +12.2% | -6.4% | +18.7% | +13.4% |
| 30D | -3.1% | +1.4% | -4.6% | -3.5% |
| 3M | -12.9% | -0.7% | -12.2% | -13.0% |
| 6M | -38.6% | -4.5% | -34.1% | -38.3% |
| YTD | +31.2% | +14.0% | +17.2% | +27.8% |
| 1Y | +47.6% | +27.3% | +20.4% | +41.3% |
| 3Y | +6.6% | +250.5% | -243.9% | -13.5% |
| 5Y | +21.3% | +121.1% | -99.8% | +3.3% |
| 10Y | +533.3% | +358.3% | +175.0% | +380.7% |
| All | +196.1% | +629.4% | -433.3% | +169.7% |
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