+10.5%
ON vs PSX
+151.6%
-141.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.2% | +2.6% | +4.5% |
| 7D | +3.3% | -0.4% | +3.7% | +3.7% |
| 30D | -3.1% | -8.1% | +5.0% | -0.5% |
| 3M | -9.2% | +15.9% | -25.1% | -15.4% |
| 6M | -31.4% | +49.4% | -80.7% | -43.1% |
| YTD | +36.0% | +104.7% | -68.7% | -6.8% |
| 1Y | +52.0% | +89.1% | -37.1% | +8.6% |
| All | +10.5% | +151.6% | -141.2% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling