+7.8%
ON vs STM
-15.6%
+23.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -4.0% | -3.4% |
| 7D | -11.7% | -10.7% | -0.9% | -2.9% |
| 30D | -23.3% | -25.7% | +2.5% | -1.6% |
| 3M | -19.2% | -21.6% | +2.4% | -1.6% |
| 6M | -40.1% | -27.8% | -12.3% | -24.3% |
| YTD | +16.9% | +61.8% | -44.8% | -30.2% |
| 1Y | +29.7% | +78.1% | -48.4% | -29.0% |
| 3Y | -4.4% | +4.9% | -9.3% | -18.6% |
| All | +7.8% | -15.6% | +23.4% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling