+1,053.2%
ON vs STLA
+263.8%
+789.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.5% |
| 7D | +2.4% | +2.6% | -0.1% | +1.4% |
| 30D | -3.3% | -1.2% | -2.0% | -3.3% |
| 3M | -43.6% | -24.8% | -18.8% | -37.0% |
| 6M | +19.0% | -25.6% | +44.5% | +32.6% |
| YTD | +37.4% | -48.9% | +86.3% | +73.5% |
| 1Y | +54.8% | -38.8% | +93.5% | +79.9% |
| 3Y | -25.2% | -64.5% | +39.4% | +5.9% |
| 5Y | +62.7% | -62.4% | +125.2% | +124.9% |
| 10Y | +574.3% | +55.4% | +519.0% | +546.8% |
| All | +1,053.2% | +263.8% | +789.4% | +949.4% |
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