+589.2%
ON vs RUN
-33.9%
+623.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.9% |
| 7D | +12.2% | -13.5% | +25.8% | +15.5% |
| 30D | -3.1% | +18.3% | -21.4% | -7.8% |
| 3M | -12.9% | -12.5% | -0.4% | -11.6% |
| 6M | -38.6% | -40.3% | +1.7% | -32.6% |
| YTD | +31.2% | -53.1% | +84.3% | +46.3% |
| 1Y | +47.6% | -54.3% | +101.9% | +64.7% |
| 3Y | +6.6% | -6.5% | +13.1% | -21.4% |
| 5Y | +21.3% | -85.3% | +106.6% | +26.1% |
| 10Y | +533.3% | +68.9% | +464.4% | +253.6% |
| All | +589.2% | -33.9% | +623.2% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling