+561.8%
ON vs SO
+156.9%
+404.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.7% |
| 7D | -2.2% | +1.0% | -3.2% | -2.4% |
| 30D | -12.4% | -3.2% | -9.2% | -11.8% |
| 3M | -41.2% | -1.7% | -39.5% | -41.3% |
| 6M | +25.0% | -7.2% | +32.2% | +26.4% |
| YTD | +31.3% | +4.6% | +26.7% | +28.5% |
| 1Y | +45.4% | +1.2% | +44.2% | +43.1% |
| 3Y | -27.4% | +45.3% | -72.7% | -37.7% |
| 5Y | +58.5% | +58.7% | -0.2% | +30.5% |
| 10Y | +561.8% | +155.9% | +406.0% | +431.1% |
| All | +561.8% | +156.9% | +404.9% | +431.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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