+188.0%
ON vs SPY
+725.5%
-537.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +5.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.0% |
| 30D | -10.9% | -3.3% | -7.5% | -5.2% |
| 3M | -14.9% | -2.4% | -12.4% | -10.4% |
| 6M | -33.0% | +2.6% | -35.6% | -33.5% |
| YTD | +27.6% | +11.2% | +16.4% | +12.6% |
| 1Y | +44.5% | +13.4% | +31.1% | +23.9% |
| 3Y | +7.4% | +79.9% | -72.5% | -51.9% |
| 5Y | +18.7% | +72.2% | -53.4% | -38.9% |
| 10Y | +516.0% | +307.3% | +208.6% | +3.0% |
| All | +188.0% | +725.5% | -537.6% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling