+163.8%
ON vs STM
+8.6%
+155.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -4.0% | -2.6% |
| 7D | -11.7% | -10.7% | -0.9% | -4.7% |
| 30D | -23.3% | -25.7% | +2.5% | -6.4% |
| 3M | -19.2% | -21.6% | +2.4% | -5.1% |
| 6M | -40.1% | -27.8% | -12.3% | -26.5% |
| YTD | +16.9% | +61.8% | -44.8% | -17.6% |
| 1Y | +29.7% | +78.1% | -48.4% | -14.2% |
| 3Y | -4.4% | +4.9% | -9.3% | -10.6% |
| 5Y | +7.1% | -14.3% | +21.3% | +19.5% |
| 10Y | +447.2% | +414.1% | +33.1% | +104.1% |
| All | +163.8% | +8.6% | +155.2% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling