+85.4%
ON vs S
-57.7%
+143.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.5% |
| 30D | -11.0% | -12.6% | +1.5% | -7.9% |
| 3M | -39.3% | +27.6% | -66.9% | -44.8% |
| 6M | +19.8% | +35.5% | -15.6% | +5.7% |
| YTD | +31.1% | +29.6% | +1.5% | +16.5% |
| 1Y | +46.0% | +8.1% | +37.9% | +36.8% |
| 3Y | -27.5% | +14.8% | -42.3% | -36.6% |
| 5Y | +56.9% | -70.6% | +127.5% | +72.8% |
| All | +85.4% | -57.7% | +143.2% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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