+572.1%
ON vs PSX
+384.6%
+187.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.7% |
| 7D | -4.7% | +1.5% | -6.2% | -5.5% |
| 30D | -13.5% | +15.8% | -29.3% | -20.1% |
| 3M | -36.3% | +43.0% | -79.3% | -47.8% |
| 6M | +17.8% | +61.1% | -43.3% | -11.0% |
| YTD | +29.6% | +104.5% | -74.9% | -14.7% |
| 1Y | +45.8% | +102.5% | -56.7% | -4.0% |
| 3Y | -28.3% | +133.5% | -161.8% | -57.7% |
| 5Y | +49.6% | +367.0% | -317.3% | -44.1% |
| All | +572.1% | +384.6% | +187.5% | +132.4% |
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