+59.8%
ON vs SU
+348.9%
-289.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.7% | +8.6% |
| 7D | +2.4% | +2.2% | +0.1% | +1.5% |
| 30D | -8.6% | +8.4% | -17.1% | -11.5% |
| 3M | -34.3% | +12.1% | -46.4% | -37.6% |
| 6M | +28.5% | +19.7% | +8.9% | +17.9% |
| YTD | +40.6% | +58.4% | -17.8% | +14.5% |
| 1Y | +55.3% | +67.2% | -11.9% | +23.5% |
| 3Y | -22.2% | +125.0% | -147.2% | -45.8% |
| All | +59.8% | +348.9% | -289.1% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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