+523.3%
ON vs ROL
+221.5%
+301.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.6% |
| 7D | +12.2% | +3.0% | +9.3% | +11.0% |
| 30D | -3.1% | +19.8% | -22.9% | -9.9% |
| 3M | -12.9% | +7.9% | -20.8% | -16.0% |
| 6M | -38.6% | -25.6% | -12.9% | -31.7% |
| YTD | +31.2% | -34.1% | +65.4% | +52.9% |
| 1Y | +47.6% | -31.4% | +79.0% | +68.8% |
| 3Y | +6.6% | +4.7% | +1.9% | -3.2% |
| 5Y | +21.3% | +15.6% | +5.7% | +0.8% |
| All | +523.3% | +221.5% | +301.8% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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