+452.4%
ON vs RF
+279.4%
+173.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | -11.7% | -0.9% | -10.8% | -11.1% |
| 30D | -23.3% | +6.0% | -29.3% | -26.3% |
| 3M | -19.2% | -8.9% | -10.3% | -13.9% |
| 6M | -40.1% | +2.3% | -42.5% | -41.8% |
| YTD | +16.9% | +7.6% | +9.4% | +9.8% |
| 1Y | +29.7% | +21.2% | +8.6% | +12.4% |
| 3Y | -4.4% | +108.5% | -112.9% | -42.7% |
| 5Y | +7.1% | +43.2% | -36.2% | -19.9% |
| All | +452.4% | +279.4% | +173.0% | +139.7% |
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