+591.8%
ON vs STLA
+46.8%
+545.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.9% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | -11.0% | -5.2% | -5.8% | -8.9% |
| 3M | -39.3% | -24.9% | -14.5% | -29.2% |
| 6M | +19.8% | -25.2% | +45.0% | +38.9% |
| YTD | +31.1% | -51.4% | +82.5% | +87.6% |
| 1Y | +46.0% | -40.7% | +86.7% | +81.7% |
| 3Y | -27.5% | -66.3% | +38.7% | +20.7% |
| 5Y | +56.9% | -63.2% | +120.1% | +143.9% |
| 10Y | +591.8% | +48.7% | +543.1% | +578.3% |
| All | +591.8% | +46.8% | +545.1% | +578.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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