+201.7%
ON vs SPOT
+215.3%
-13.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.2% |
| 7D | -1.9% | -6.5% | +4.6% | +0.4% |
| 30D | -11.0% | +2.2% | -13.2% | -12.2% |
| 3M | -39.3% | +5.4% | -44.7% | -41.4% |
| 6M | +19.8% | -4.0% | +23.9% | +18.4% |
| YTD | +31.1% | -9.9% | +41.0% | +30.6% |
| 1Y | +46.0% | -27.3% | +73.3% | +57.0% |
| 3Y | -27.5% | +236.4% | -263.9% | -61.9% |
| 5Y | +56.9% | +112.6% | -55.7% | -8.4% |
| All | +201.7% | +215.3% | -13.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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