+561.8%
ON vs STM
+653.6%
-91.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | -2.2% | +5.2% | -7.4% | -6.2% |
| 30D | -12.4% | -7.4% | -5.1% | -6.9% |
| 3M | -41.2% | -30.6% | -10.6% | -22.0% |
| 6M | +25.0% | +66.4% | -41.4% | -21.1% |
| YTD | +31.3% | +101.1% | -69.9% | -30.2% |
| 1Y | +45.4% | +97.4% | -52.0% | -22.2% |
| 3Y | -27.4% | +21.1% | -48.5% | -42.7% |
| 5Y | +58.5% | +22.5% | +36.0% | +26.6% |
| 10Y | +561.8% | +657.6% | -95.8% | +107.1% |
| All | +561.8% | +653.6% | -91.8% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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