+971.5%
ON vs STLA
+189.2%
+782.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.3% |
| 7D | -1.4% | -6.4% | +4.9% | +1.1% |
| 30D | -10.9% | -1.3% | -9.5% | -11.1% |
| 3M | -14.9% | -19.9% | +5.1% | -8.4% |
| 6M | -33.0% | -42.9% | +9.9% | -17.5% |
| YTD | +27.6% | -59.4% | +87.0% | +74.8% |
| 1Y | +44.5% | -56.8% | +101.3% | +92.4% |
| 3Y | +7.4% | -73.1% | +80.5% | +67.9% |
| 5Y | +18.7% | -70.1% | +88.8% | +77.9% |
| 10Y | +516.0% | +19.8% | +496.2% | +545.6% |
| All | +971.5% | +189.2% | +782.3% | +957.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling