+629.3%
ON vs TRU
+147.2%
+482.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +7.9% |
| 7D | +2.4% | -2.7% | +5.1% | +4.2% |
| 30D | -8.6% | -2.0% | -6.6% | -8.1% |
| 3M | -34.3% | +18.4% | -52.8% | -43.5% |
| 6M | +28.5% | +8.9% | +19.7% | +14.8% |
| YTD | +40.6% | -8.9% | +49.5% | +38.3% |
| 1Y | +55.3% | -15.9% | +71.2% | +59.3% |
| 3Y | -22.2% | -1.1% | -21.1% | -33.8% |
| 5Y | +62.4% | -35.2% | +97.6% | +90.5% |
| All | +629.3% | +147.2% | +482.2% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling