+62.9%
ON vs SO
+58.2%
+4.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -3.3% | -4.6% | +1.3% | -3.5% |
| 3M | -43.6% | -3.0% | -40.5% | -43.8% |
| 6M | +19.0% | -8.3% | +27.2% | +18.6% |
| YTD | +37.4% | +3.5% | +33.8% | +36.2% |
| 1Y | +54.8% | -0.9% | +55.7% | +53.6% |
| 3Y | -25.2% | +45.4% | -70.5% | -32.6% |
| All | +62.9% | +58.2% | +4.7% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling