+19.0%
ON vs NET
+36.7%
-17.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.1% |
| 7D | -5.8% | -16.4% | +10.6% | -1.0% |
| 30D | -17.1% | -25.8% | +8.7% | -10.1% |
| 3M | -11.8% | -11.5% | -0.3% | -10.0% |
| 6M | -30.2% | +18.9% | -49.1% | -36.5% |
| YTD | +31.6% | +35.2% | -3.7% | +12.3% |
| 1Y | +47.6% | +14.5% | +33.1% | +32.5% |
| 3Y | +4.4% | +313.8% | -309.4% | -41.2% |
| 5Y | +19.0% | +32.6% | -13.6% | -25.4% |
| All | +19.0% | +36.7% | -17.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 5y: compounded portfolio wealth divided by compounded NET 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…
5y analysis · Full analysis span regression · 6 months rolling