+209.9%
ON vs SO
+1,815.8%
-1,605.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -3.3% | -4.6% | +1.3% | -1.9% |
| 3M | -43.6% | -3.0% | -40.5% | -43.4% |
| 6M | +19.0% | -8.3% | +27.2% | +21.3% |
| YTD | +37.4% | +3.5% | +33.8% | +34.2% |
| 1Y | +54.8% | -0.9% | +55.7% | +52.9% |
| 3Y | -25.2% | +45.4% | -70.5% | -37.1% |
| 5Y | +62.7% | +59.6% | +3.1% | +30.4% |
| 10Y | +574.3% | +156.6% | +417.7% | +339.0% |
| All | +209.9% | +1,815.8% | -1,605.9% | +59.2% |
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