+56.9%
ON vs SPXU
-85.9%
+142.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | +0.8% |
| 7D | -1.9% | +1.3% | -3.1% | -0.9% |
| 30D | -11.0% | +5.1% | -16.1% | -7.7% |
| 3M | -39.3% | -9.1% | -30.2% | -41.3% |
| 6M | +19.8% | -29.6% | +49.4% | +1.5% |
| YTD | +31.1% | -27.7% | +58.8% | +14.2% |
| 1Y | +46.0% | -37.0% | +83.0% | +18.9% |
| 3Y | -27.5% | -80.2% | +52.7% | -64.4% |
| 5Y | +56.9% | -86.0% | +142.9% | -5.9% |
| All | +56.9% | -85.9% | +142.8% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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