+556.1%
ON vs P
+686.0%
-129.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.4% | +1.3% | +3.7% |
| 7D | +3.3% | -4.7% | +8.1% | +5.7% |
| 30D | -3.1% | -31.4% | +28.3% | +14.1% |
| 3M | -9.2% | -2.6% | -6.6% | -10.2% |
| 6M | -31.4% | +21.9% | -53.3% | -39.5% |
| YTD | +36.0% | +58.9% | -23.0% | +3.8% |
| 1Y | +52.0% | +21.7% | +30.3% | +24.9% |
| 3Y | +9.3% | +193.3% | -184.0% | -50.8% |
| 5Y | +26.5% | +275.1% | -248.6% | -51.2% |
| 10Y | +556.1% | +655.3% | -99.2% | +90.2% |
| All | +556.1% | +686.0% | -129.8% | +90.2% |
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