+535.7%
ON vs RF
+248.4%
+287.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.3% |
| 7D | -4.1% | +0.3% | -4.5% | -4.1% |
| 30D | -10.2% | +6.2% | -16.4% | -13.7% |
| 3M | -12.7% | -7.8% | -4.9% | -7.7% |
| 6M | -32.5% | +5.9% | -38.5% | -35.9% |
| YTD | +28.6% | +9.0% | +19.5% | +19.6% |
| 1Y | +43.4% | +19.3% | +24.2% | +25.7% |
| 3Y | +3.3% | +116.4% | -113.1% | -39.8% |
| 5Y | +22.5% | +46.0% | -23.5% | -9.7% |
| 10Y | +535.7% | +239.8% | +295.9% | +165.8% |
| All | +535.7% | +248.4% | +287.3% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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