+195.8%
ON vs SU
+2,167.4%
-1,971.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.9% |
| 7D | -1.9% | +1.6% | -3.4% | -2.6% |
| 30D | -11.0% | +10.7% | -21.8% | -15.0% |
| 3M | -39.3% | +13.5% | -52.8% | -43.1% |
| 6M | +19.8% | +21.8% | -2.0% | +8.3% |
| YTD | +31.1% | +58.8% | -27.8% | +5.5% |
| 1Y | +46.0% | +72.0% | -26.0% | +13.1% |
| 3Y | -27.5% | +121.7% | -149.2% | -50.5% |
| 5Y | +56.9% | +350.4% | -293.5% | -24.6% |
| 10Y | +591.8% | +264.7% | +327.1% | +239.6% |
| All | +195.8% | +2,167.4% | -1,971.6% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling