+209.9%
ON vs SPY
+742.6%
-532.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | -3.3% | +0.1% | -3.3% | -3.3% |
| 3M | -43.6% | +2.0% | -45.6% | -44.4% |
| 6M | +19.0% | +13.0% | +5.9% | +1.1% |
| YTD | +37.4% | +13.5% | +23.8% | +15.9% |
| 1Y | +54.8% | +20.0% | +34.8% | +20.8% |
| 3Y | -25.2% | +77.2% | -102.4% | -66.2% |
| 5Y | +62.7% | +81.9% | -19.2% | -23.7% |
| 10Y | +574.3% | +314.1% | +260.3% | +8.5% |
| All | +209.9% | +742.6% | -532.7% | -74.2% |
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