+523.3%
ON vs PSX
+368.0%
+155.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | +12.2% | +7.8% | +4.4% | +8.1% |
| 30D | -3.1% | -10.9% | +7.8% | +2.4% |
| 3M | -12.9% | +14.5% | -27.4% | -19.6% |
| 6M | -38.6% | +56.1% | -94.7% | -52.5% |
| YTD | +31.2% | +109.6% | -78.4% | -15.3% |
| 1Y | +47.6% | +95.5% | -47.9% | -1.3% |
| 3Y | +6.6% | +156.2% | -149.6% | -40.4% |
| 5Y | +21.3% | +310.0% | -288.7% | -51.0% |
| All | +523.3% | +368.0% | +155.3% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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