+591.8%
ON vs O
+49.9%
+541.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.8% |
| 7D | -1.9% | -2.3% | +0.4% | -0.5% |
| 30D | -11.0% | -2.4% | -8.6% | -9.7% |
| 3M | -39.3% | -0.6% | -38.7% | -40.0% |
| 6M | +19.8% | -5.0% | +24.8% | +21.6% |
| YTD | +31.1% | +10.4% | +20.7% | +20.2% |
| 1Y | +46.0% | +6.6% | +39.4% | +36.9% |
| 3Y | -27.5% | +28.4% | -55.9% | -41.7% |
| 5Y | +56.9% | +15.3% | +41.6% | +35.0% |
| 10Y | +591.8% | +55.3% | +536.5% | +405.3% |
| All | +591.8% | +49.9% | +541.9% | +405.3% |
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