+195.8%
ON vs SCHW
+403.1%
-207.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -1.6% | -0.3% | -1.0% |
| 30D | -11.0% | -1.1% | -10.0% | -10.7% |
| 3M | -39.3% | +20.4% | -59.7% | -45.8% |
| 6M | +19.8% | +13.6% | +6.2% | +9.0% |
| YTD | +31.1% | +7.7% | +23.4% | +21.9% |
| 1Y | +46.0% | +15.2% | +30.8% | +30.8% |
| 3Y | -27.5% | +87.1% | -114.7% | -51.4% |
| 5Y | +56.9% | +57.5% | -0.6% | +10.8% |
| 10Y | +591.8% | +295.1% | +296.7% | +187.6% |
| All | +195.8% | +403.1% | -207.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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