+163.8%
ON vs SO
+1,907.8%
-1,744.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.8% |
| 7D | -11.7% | -1.5% | -10.2% | -11.3% |
| 30D | -23.3% | +8.1% | -31.3% | -25.3% |
| 3M | -19.2% | +0.2% | -19.4% | -19.5% |
| 6M | -40.1% | +0.4% | -40.5% | -40.8% |
| YTD | +16.9% | +8.5% | +8.4% | +12.3% |
| 1Y | +29.7% | +4.9% | +24.8% | +25.9% |
| 3Y | -4.4% | +47.9% | -52.3% | -20.0% |
| 5Y | +7.1% | +75.7% | -68.6% | -17.2% |
| 10Y | +447.2% | +178.0% | +269.2% | +245.6% |
| All | +163.8% | +1,907.8% | -1,744.0% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling