+209.9%
ON vs STM
+35.8%
+174.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -0.3% |
| 7D | +2.4% | +5.8% | -3.4% | -1.5% |
| 30D | -3.3% | -1.0% | -2.3% | -2.8% |
| 3M | -43.6% | -33.3% | -10.3% | -26.4% |
| 6M | +19.0% | +57.4% | -38.4% | -13.6% |
| YTD | +37.4% | +102.2% | -64.8% | -16.5% |
| 1Y | +54.8% | +99.6% | -44.8% | -5.5% |
| 3Y | -25.2% | +14.5% | -39.7% | -33.5% |
| 5Y | +62.7% | +21.4% | +41.3% | +44.6% |
| 10Y | +574.3% | +695.0% | -120.6% | +89.5% |
| All | +209.9% | +35.8% | +174.1% | +55.1% |
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 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