+20.0%
ON vs RF
+47.5%
-27.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.5% |
| 7D | +12.2% | +1.9% | +10.3% | +10.8% |
| 30D | -3.1% | +7.3% | -10.5% | -7.6% |
| 3M | -12.9% | -7.9% | -5.0% | -7.7% |
| 6M | -38.6% | +10.5% | -49.1% | -43.3% |
| YTD | +31.2% | +9.6% | +21.6% | +21.1% |
| 1Y | +47.6% | +20.3% | +27.3% | +27.7% |
| 3Y | +6.6% | +119.5% | -112.9% | -39.2% |
| All | +20.0% | +47.5% | -27.4% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling