+572.1%
ON vs SPY
+318.9%
+253.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | 0.0% |
| 7D | -4.7% | -2.0% | -2.7% | -1.1% |
| 30D | -13.5% | -1.7% | -11.8% | -10.7% |
| 3M | -36.3% | +4.7% | -41.0% | -40.7% |
| 6M | +17.8% | +12.5% | +5.3% | -2.2% |
| YTD | +29.6% | +11.7% | +17.9% | +9.1% |
| 1Y | +45.8% | +17.5% | +28.3% | +12.8% |
| 3Y | -28.3% | +76.6% | -104.9% | -72.0% |
| 5Y | +49.6% | +82.0% | -32.4% | -40.1% |
| All | +572.1% | +318.9% | +253.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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