+621.4%
ON vs RUN
-31.9%
+653.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +2.4% | +1.3% | +1.2% | +2.1% |
| 30D | -3.3% | -15.3% | +12.0% | -0.1% |
| 3M | -43.6% | -40.0% | -3.6% | -37.2% |
| 6M | +19.0% | -27.0% | +45.9% | +25.8% |
| YTD | +37.4% | -51.7% | +89.0% | +54.2% |
| 1Y | +54.8% | -45.9% | +100.7% | +66.7% |
| 3Y | -25.2% | -43.8% | +18.6% | -37.3% |
| 5Y | +62.7% | -80.5% | +143.2% | +58.8% |
| 10Y | +574.3% | +45.3% | +529.1% | +283.9% |
| All | +621.4% | -31.9% | +653.4% | +322.6% |
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