+56.9%
ON vs PSX
+370.3%
-313.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.4% |
| 7D | -1.9% | +1.8% | -3.7% | -2.6% |
| 30D | -11.0% | +21.6% | -32.7% | -18.0% |
| 3M | -39.3% | +46.5% | -85.8% | -48.6% |
| 6M | +19.8% | +62.0% | -42.2% | -4.1% |
| YTD | +31.1% | +106.3% | -75.2% | -6.8% |
| 1Y | +46.0% | +103.0% | -57.0% | +4.1% |
| 3Y | -27.5% | +135.5% | -163.0% | -53.2% |
| 5Y | +56.9% | +368.5% | -311.6% | -22.9% |
| All | +56.9% | +370.3% | -313.4% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling