+190.0%
ON vs SPY
+722.5%
-532.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.3% |
| 7D | -4.1% | -0.6% | -3.5% | -2.7% |
| 30D | -10.2% | -3.7% | -6.5% | -4.0% |
| 3M | -12.7% | -2.7% | -10.0% | -7.7% |
| 6M | -32.5% | +2.2% | -34.7% | -32.7% |
| YTD | +28.6% | +10.8% | +17.7% | +14.0% |
| 1Y | +43.4% | +11.2% | +32.2% | +26.7% |
| 3Y | +3.3% | +76.5% | -73.2% | -52.4% |
| 5Y | +22.5% | +72.9% | -50.4% | -37.3% |
| 10Y | +535.7% | +304.8% | +230.9% | +7.3% |
| All | +190.0% | +722.5% | -532.4% | -74.7% |
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