+516.0%
ON vs P
+748.5%
-232.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.3% | +2.9% | +6.3% |
| 7D | -1.4% | -9.6% | +8.2% | +3.2% |
| 30D | -10.9% | -33.4% | +22.6% | +6.3% |
| 3M | -14.9% | +14.2% | -29.1% | -22.3% |
| 6M | -33.0% | +31.6% | -64.6% | -43.1% |
| YTD | +27.6% | +53.5% | -25.8% | -0.9% |
| 1Y | +44.5% | +14.2% | +30.3% | +22.3% |
| 3Y | +7.4% | +190.5% | -183.1% | -51.4% |
| 5Y | +18.7% | +256.3% | -237.6% | -52.9% |
| 10Y | +516.0% | +707.9% | -191.9% | +69.7% |
| All | +516.0% | +748.5% | -232.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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