+556.1%
ON vs PR
+72.8%
+483.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +5.3% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | -3.1% | -4.6% | +1.5% | -2.4% |
| 3M | -9.2% | +4.7% | -13.9% | -10.2% |
| 6M | -31.4% | +12.4% | -43.8% | -33.2% |
| YTD | +36.0% | +62.9% | -26.9% | +23.1% |
| 1Y | +52.0% | +70.6% | -18.6% | +36.3% |
| 3Y | +9.3% | +90.0% | -80.8% | -4.2% |
| 5Y | +26.5% | +255.5% | -229.0% | -3.1% |
| 10Y | +556.1% | +78.7% | +477.4% | +326.6% |
| All | +556.1% | +72.8% | +483.4% | +326.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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