+987.4%
ON vs SPXU
-100.0%
+1,087.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.9% | +9.7% | +3.5% |
| 7D | +3.3% | +1.5% | +1.8% | +6.0% |
| 30D | -3.1% | +6.4% | -9.5% | +2.6% |
| 3M | -9.2% | +4.2% | -13.5% | -4.1% |
| 6M | -31.4% | -7.8% | -23.6% | -29.9% |
| YTD | +36.0% | -27.5% | +63.5% | +25.1% |
| 1Y | +52.0% | -27.1% | +79.2% | +41.3% |
| 3Y | +9.3% | -80.8% | +90.1% | -39.1% |
| 5Y | +26.5% | -84.1% | +110.6% | -12.3% |
| 10Y | +556.1% | -99.5% | +655.7% | +50.4% |
| All | +987.4% | -100.0% | +1,087.4% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling