+58.5%
ON vs STLA
-62.5%
+121.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.4% | -2.7% |
| 7D | -2.2% | +0.7% | -2.9% | -2.6% |
| 30D | -12.4% | -2.4% | -10.1% | -11.8% |
| 3M | -41.2% | -23.9% | -17.3% | -31.7% |
| 6M | +25.0% | -24.6% | +49.6% | +44.5% |
| YTD | +31.3% | -50.5% | +81.8% | +87.5% |
| 1Y | +45.4% | -39.8% | +85.3% | +78.6% |
| 3Y | -27.4% | -65.6% | +38.2% | +19.9% |
| 5Y | +58.5% | -62.1% | +120.6% | +129.8% |
| All | +58.5% | -62.5% | +121.0% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling