+57.8%
ON vs PL
+46.6%
+11.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +14.5% | -5.3% | +6.3% |
| 7D | -1.4% | +10.9% | -12.3% | -3.4% |
| 30D | -10.9% | -16.4% | +5.5% | -7.9% |
| 3M | -14.9% | -39.9% | +25.1% | -6.7% |
| 6M | -33.0% | -63.2% | +30.2% | -20.7% |
| YTD | +27.6% | -27.1% | +54.8% | +29.6% |
| 1Y | +44.5% | +12.2% | +32.3% | +33.2% |
| 3Y | +7.4% | +584.3% | -576.9% | -43.0% |
| 5Y | +18.7% | +37.0% | -18.2% | -26.9% |
| All | +57.8% | +46.6% | +11.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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