+572.1%
ON vs RUN
+43.4%
+528.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -4.7% | -3.4% | -1.4% | -4.0% |
| 30D | -13.5% | -14.0% | +0.5% | -10.6% |
| 3M | -36.3% | -27.5% | -8.8% | -31.8% |
| 6M | +17.8% | -29.0% | +46.7% | +25.7% |
| YTD | +29.6% | -53.1% | +82.7% | +47.4% |
| 1Y | +45.8% | -46.7% | +92.5% | +58.4% |
| 3Y | -28.3% | -38.3% | +10.0% | -43.2% |
| 5Y | +49.6% | -80.7% | +130.3% | +45.3% |
| All | +572.1% | +43.4% | +528.8% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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