+523.3%
ON vs O
+80.9%
+442.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | +12.2% | -0.4% | +12.6% | +12.6% |
| 30D | -3.1% | +7.1% | -10.3% | -7.5% |
| 3M | -12.9% | -5.2% | -7.6% | -10.2% |
| 6M | -38.6% | -1.8% | -36.8% | -39.1% |
| YTD | +31.2% | +9.1% | +22.2% | +20.8% |
| 1Y | +47.6% | +9.7% | +38.0% | +35.2% |
| 3Y | +6.6% | +39.1% | -32.5% | -20.2% |
| 5Y | +21.3% | +8.4% | +12.9% | +8.8% |
| All | +523.3% | +80.9% | +442.5% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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