+7.4%
ON vs SPY
+78.0%
-70.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +4.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.0% |
| 30D | -10.9% | -3.3% | -7.5% | -3.2% |
| 3M | -14.9% | -2.4% | -12.4% | -9.0% |
| 6M | -33.0% | +2.6% | -35.6% | -34.1% |
| YTD | +27.6% | +11.2% | +16.4% | +7.2% |
| 1Y | +44.5% | +13.4% | +31.1% | +16.9% |
| 3Y | +7.4% | +79.9% | -72.5% | -66.5% |
| All | +7.4% | +78.0% | -70.6% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling